Fisher's z-distribution is the statistical distribution of half the logarithm of an F-distribution variate: It was first described by Ronald Fisher in a paper delivered at the International Mathematical Congress of 1924 in Toronto. Nowadays one usually uses the F-distribution instead. The probability density function and cumulative distribution function can be found by using the F-distribution at the value of . However, the mean and variance do not follow the same transformation. The probability density function is where B is the beta function. When the degrees of freedom becomes large () the distribution approaches normality with mean and variance Related distribution If then (F-distribution) If then References External links MathWorld entry Continuous distributions