The Correlation Coefficients

被引:0
|
作者
Gideon, Rudy A. [1 ]
机构
[1] Univ Montana, Dept Math Sci, Missoula, MT 59812 USA
关键词
Pearson; Spearman; Kendall; Gini; Greatest Deviation; median; absolute value; nonparametrics; correlation; tied values;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A generalized method of defining and interpreting correlation coefficients is given. Seven correlation coefficients are defined - three for continuous data and four on the ranks of the data. A quick calculation of the rank based correlation coefficients using a 0-1 graph-matrix is shown. Examples and comparisons are given.
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页码:517 / 529
页数:13
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