A Modification of Linfoot's Informational Correlation Coefficient

A Modification of Linfoot's Informational Correlation Coefficient

Performance of the Linfoot's informational correlation coefficient is experimentally studied at the bivariate normal distribution. It is satisfactory in the case of a strong correlation and on large samples. To reduce the bias of estimation, a symmetric version of this correlation measure is pr...

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Main Authors: Georgy Shevlyakov, Nikita Vasilevskiy
Format: Article
Language:English
Published: Austrian Statistical Society 2017-04-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/675
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spelling doaj-1c49571c3d404a8b95a2cf308ca9e49e2021-04-22T12:32:21ZengAustrian Statistical SocietyAustrian Journal of Statistics1026-597X2017-04-01463-410.17713/ajs.v46i3-4.675A Modification of Linfoot's Informational Correlation CoefficientGeorgy Shevlyakov0Nikita Vasilevskiy1Peter the Great St.Petersburg PolytechnicItivity Group ABPerformance of the Linfoot's informational correlation coefficient is experimentally studied at the bivariate normal distribution. It is satisfactory in the case of a strong correlation and on large samples. To reduce the bias of estimation, a symmetric version of this correlation measure is proposed. On small and large samples, this modified informational correlation coefficient outperforms Linfoot's correlation measure at the bivariate normal distribution in the wide range of the correlation coefficient.http://www.ajs.or.at/index.php/ajs/article/view/675
collection DOAJ
language English
format Article
sources DOAJ
author Georgy Shevlyakov
Nikita Vasilevskiy
spellingShingle Georgy Shevlyakov
Nikita Vasilevskiy
A Modification of Linfoot's Informational Correlation Coefficient
Austrian Journal of Statistics
author_facet Georgy Shevlyakov
Nikita Vasilevskiy
author_sort Georgy Shevlyakov
title A Modification of Linfoot's Informational Correlation Coefficient
title_short A Modification of Linfoot's Informational Correlation Coefficient
title_full A Modification of Linfoot's Informational Correlation Coefficient
title_fullStr A Modification of Linfoot's Informational Correlation Coefficient
title_full_unstemmed A Modification of Linfoot's Informational Correlation Coefficient
title_sort modification of linfoot's informational correlation coefficient
publisher Austrian Statistical Society
series Austrian Journal of Statistics
issn 1026-597X
publishDate 2017-04-01
description Performance of the Linfoot's informational correlation coefficient is experimentally studied at the bivariate normal distribution. It is satisfactory in the case of a strong correlation and on large samples. To reduce the bias of estimation, a symmetric version of this correlation measure is proposed. On small and large samples, this modified informational correlation coefficient outperforms Linfoot's correlation measure at the bivariate normal distribution in the wide range of the correlation coefficient.
url http://www.ajs.or.at/index.php/ajs/article/view/675
work_keys_str_mv AT georgyshevlyakov amodificationoflinfootsinformationalcorrelationcoefficient
AT nikitavasilevskiy amodificationoflinfootsinformationalcorrelationcoefficient
AT georgyshevlyakov modificationoflinfootsinformationalcorrelationcoefficient
AT nikitavasilevskiy modificationoflinfootsinformationalcorrelationcoefficient
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