Normalizing and variance stabilizing transformations for intraclass correlations

Summary A concept of normalizing transformations of statistics is constructed on the basis of the rate of convergence to normality. The concept is applied to derive a normalizing transformation of a maximum likelihood estimate of intraclass correlation coefficient in ap-variate normal sample. Numerical comparisons are made to examine whether the proposed transformation is efficient to achieve normality. The relationship between normalization and variance stabilization is also considered. The Institute of Statistical Mathematics