journal6 ›› 2013, Vol. 34 ›› Issue (4): 23-25.DOI: 10.3969/j.issn.1007-2985.2013.04.006

• Mathematics • Previous Articles     Next Articles

A Robust Form of the Linear Correlation Coefficient

  

  1. (Department of Mathematics & Computer Science,Fuqing Branch of Fujian Normal University,Fuqing 350300,Fujian China)
  • Online:2013-07-25 Published:2013-07-18

Abstract: Correlation coefficient reflects the closeness of the linear relationship between two random variables,which is susceptible to the interference of abnormal values.This paper presents a robust form,which has the same nature as the correlation coefficient under conditon of the normal distribution,but has higher  point breaking down  than that of correlation coefficient,so it has good application value.

Key words: correlation coefficient, median, median absolute deviation, robustness

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