PureBytes Links
Trading Reference Links
|
Roy and Jose,
No phone, no pool, no pets, ah the Amish life is for me. Back to the
farm--where I can trade pigs and sheep on a hand shake and story time
is always fun!
If you need me, that's where I'll be. You'll have to use snail mail
cause we got no phones.
--- In Metastockusers@xxxxxxxxxxxxxxx, "mburgessx" <mburgessx@xxxx> wrote:
> Superfrugalist:
>
> Please refer to John Ehler's book for insight into the Fisher
> Transformation. RA Fisher was a prominent English mathematician in the
> last century. Besides his work on converting the skewed Pearson's "r"
> to an approximately normal distribution (i.e., Fisher Transform), he
> is associated with concepts such as the "student's t" distribution we
> have all heard of in statistics. See the excerpt from a review of
> Fisher's book below.
>
> His work is explained in geometric terms by Charles F Bond in
> Psychometrika (1936) Texas Christian University Article: "Seeing the
> Fisher Z-Transformation". As it turns out, Fishers transform may be
> stabilized slightly further by application of the Hotelling Transform
> for small sample sizes (e.g,: short period lengths say n<25)
>
> (Hotelling, H. (1953)."New light on the correlation coefficient and
> its transform", Journal of the Royal Statistical Society, Series B 15:
> 193-232.
>
> Thus, Fisher's work has been in mathematical circles for almost 100
> years.
>
> The Dynamic Market Lab includes both the Fisher Transform & the
> Hotelling Transform
>
> Hope these references are of benefit
>
> Thank you,
>
> Mike
>
> The Dynamic Market Lab, LLC
>
> ____________________________________________________________________
> A review from the web may help:
>
> Student's Review of the 1st edition of R. A. Fisher's Statistical
> Methods for Research Workers
>
> Introduction
>
> R. A. Fisher's Statistical Methods for Research Workers (1925) was
> probably the most influential book on Statistics of the 20th century.
> One of its many novelties was the importance it attached to "Student's
> distribution". Chapter IV of the Methods took Student's rather
> obscure paper of 1908, "The probable error of the mean", and
> transformed it into one of the major works of statistics. Fisher's
> book made Student's name as much as it did Fisher's. Student's review
> of the Methods, reproduced below, is interesting both for Student's
> reaction to the book and his reaction to Fisher, although Student does
> not comment on Fisher's treatment of Student and Student's distribution.
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/Metastockusers/
<*> To unsubscribe from this group, send an email to:
Metastockusers-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|