September 2012
Intermediate to advanced
486 pages
10h 41m
English
Content preview from Bayesian Statistics: An Introduction, 4th EditionBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
Start your free trial
A.20 Fisher’s z distribution
X has a z distribution on 
and 
degrees of freedom, denoted
if 
, or equivalently if it has the density
Another definition is that if 
, then
The mean and variance are easily deduced from those of the log chi-squared distribution; they are
where 
is (as above) the digamma function, or approximately
The mode is zero.
Unless 
and are very small, the distribution of z is ...