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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2017-04-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/675 |