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Empirical Power Comparism of Three Correlation Coefficients

A Comparison of Pearson's moment (r), Kendall's (t) and the Spearman's rank (r2) correlations was made to find out when they may be suitable for use, particularly when the assumptions that support their use are violated. Bi-variate Samples of size n = 5, 10, 15, 20, 25, 30, 40, 50 and 100 from the n...

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Published: 2008
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LEADER 00000njm a2000000a 4500
001 oai:repository.ui.edu.ng:123456789/12331
042 |a dc 
720 |a Matthew, O. M.  |e author 
720 |a Oyejola, B. A.  |e author 
260 |c 2008 
520 |a A Comparison of Pearson's moment (r), Kendall's (t) and the Spearman's rank (r2) correlations was made to find out when they may be suitable for use, particularly when the assumptions that support their use are violated. Bi-variate Samples of size n = 5, 10, 15, 20, 25, 30, 40, 50 and 100 from the normal and exponential distributions with population correlation values of p = 0, 0.25, 0.5, 0.75 and 0.9 (chosen to represent positive correlation between 0 and 1) were used. The power function for a = 0.01 and 0.05 was calculated for the tests. For the normal distribution, the Pearson's moment correlation coefficient was discovered to be the more powerful. However, in the exponential distribution, the power of the Pearson's moment correlation coefficient was lower than those of the non-parametric correlation coefficients, except for small sample sizes i.e, n≤15. 
024 8 |a 1994-5388 
024 8 |a ui_art_akpa_empirical_2008 
024 8 |a Journal of Modern Mathematics and Statistics 2(2), pp. 59-64 
024 8 |a https://repository.ui.edu.ng/handle/123456789/12331 
653 |a Empirical 
653 |a correlation coefficient 
653 |a power function 
653 |a power curve 
653 |a bi-variate normal distribution 
653 |a bi-variate exponential distribution 
245 0 0 |a Empirical Power Comparism of Three Correlation Coefficients