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It is a formula that can be used to transform the values of r(corelation coefficient) to make them to align more closely to the normal distribution.
It was first described by Ronald Fisher in a paper delivered at the International Mathematical Congress of 1924 in Toronto, entitled "On a distribution yielding the error functions of several well-known statistics" (Proceedings of the International Congress of Mathematics, Toronto, 2: 805-813 (1924). Nowadays one usually uses the F distribution instead.
- Fisher, R.A. (1924) On a Distribution Yielding the Error Functions of Several Well Known Statistics Proceedings of the International Congress of Mathematics, Toronto, 2: 805-813 pdf copy
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