作者: Farida Kachapova , Ilias Kachapov
DOI: 10.1080/00207390903477418
关键词: Random variable 、 Absolute value (algebra) 、 Variables 、 Statistics 、 Monotone polygon 、 Sample (statistics) 、 Mathematics 、 Degree (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 ...