Title: Geometric Structures of Fisher Z Distribution
Abstract: Fisher Z distribution is a widely used statistics distribution in practice. In this paper, the Fisher Z distribution is studied from the viewpoint of information geometry. A dual affine structure is constructed on it and a divergence is defined as a distance like measure. Furthermore, the Riemannian metric, α-connections and α-curvatures of the Fisher Z manifold are given. At last, an immersion from the Fisher Z distribution manifold into the affine space is obtained.
Publication Year: 2007
Publication Date: 2007-01-01
Language: en
Type: article
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