Measuring monotony in two-dimensional samples

作者: Farida Kachapova , Ilias Kachapov

DOI: 10.1080/00207390903477418

关键词: Random variableAbsolute value (algebra)VariablesStatisticsMonotone polygonSample (statistics)MathematicsDegree (graph theory)Measure (mathematics)Correlation coefficient

摘要: This note introduces a monotony coefficient as new measure of the monotone dependence in two-dimensional sample. Some properties this are derived. In particular, it is shown that absolute value for sample between |r| and 1, where r Pearson's correlation sample; equals 1 any increasing −1 decreasing article contains few examples demonstrating more accurate degree non-linear relationship than Pearson's, Spearman's Kendall's coefficients. The tool can be applied to samples order find dependencies random variables; especially useful finding couples dependent variables big dataset many variables. Undergraduate students mathematics science would benefit from ...

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