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A Monte Carlo Study of the Effects of Variability and Outliers on the Linear Correlation Coefficient
Journal article   Open access  Peer reviewed

A Monte Carlo Study of the Effects of Variability and Outliers on the Linear Correlation Coefficient

Hussein Yousif Eledum
Journal of modern applied statistical methods, Vol.16(2), pp.231-255
04/12/2017
DOI: https://doi.org/10.22237/jmasm/1509495180

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
Monte Carlo simulations are used to investigate the effect of two factors, the amount of variability and an outlier, on the size of the Pearson correlation coefficient. Some simulation algorithms are developed, and two theorems for increasing or decreasing the amount of variability are suggested.
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https://doi.org/10.22237/jmasm/1509495180View
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