Further Examples Related to Correlations Between Variables and Ranks

Further Examples Related to Correlations Between Variables and Ranks
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与变量和排名之间的相关性相关的更多示例

DOI:
10.1080/00031305.2020.1831956
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发表时间:
2021
期刊:
The American Statistician
影响因子:
--
通讯作者:
Zhang, Chunming
Zhang, Chunming
中科院分区:
--
文献类型:
--
作者:
Zhang, Chunming

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实际变量的秩统计量在大学本科非参数统计课程中占有重要地位。本文不仅对I = j,而且对于分布函数为X的连续变量,导出了Xi和Rj之间相关系数的显式表达式:(A)对于任何i,相关可以如预期的那样接近于1,但对于X的其他分布,相关也可能意外地减小到接近于零;(B)对于任何,从其他数据推断与秩负相关可以忽略不计;(C)对于ρ(xi,Ri)·Xj=ρxi,Ri/1−ρXj,RI2∈(ρXi,Ri,n−1n2−2],总是超过。这些结果的影响需要在共享数据信息时对排名进行更相关的解释。
Rank statisticsof actual variatesplay an important role in university undergraduate nonparametric statistics courses. This article derives explicit expressions of the correlation coefficients between Xi and Rj for not only i = j but also, forcontinuous variableswith a distribution functionof X and: (a)for any i, revealing that the correlation can be as close to one as expected, while may also unexpectedly decrease approaching zero for other distributions of X; (b)for any, inferring a negligible negative association with ranks from other data; (c) the partial correlation coefficient between Xi and Ri on Xj for anyequals ρ(Xi,Ri)·Xj=ρXi,Ri/1−ρXj,Ri2∈(ρXi,Ri,n−1n2−2], invariably exceeding. Implications of the results necessitate more relevant interpretation of ranks in sharing information of data.
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发表时间: 2018
期刊: The American Statistician
影响因子: --
作者:
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