A Monte Carlo Study of the Effects of Variability and Outliers on the Linear Correlation Coefficient
Abstract
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.
DOI
10.22237/jmasm/1509495180
Recommended Citation
Eledum, H. Y. (2017). A Monte Carlo Study of the Effects of Variability and Outliers on the Linear Correlation Coefficient. Journal of Modern Applied Statistical Methods, 16(2), 231-255. doi: 10.22237/jmasm/1509495180
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
