Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Effect of Outliers on Sample Correlation Coefficient

  • Kim, Chooongrak (Department of Statistics, Pusan National University, 609-735) ;
  • Park, Byeong U. (Department of COmputer Science and Statistics, Seoul National University, Seoul, Korea, 151-742) ;
  • Park, Kook L. (Department of Statistics, Inje University, Kimhae, Korea, 621-749) ;
  • Whasoo Bae (Department of Statistics, Inje University, Kimhae, Korea, 621-749)
  • Published : 2000.09.01
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Abstract

In analyzing bivariate date the sample correlation coefficient is often used, and it is quite sensitive to one or few isolated cases. In this article we derive a formula for the effect of $textsc{k}$ observations on the samples correlation coefficient by the deletion method. To give a reference value for the isolated cases the asymptotic distribution fo the formula is derived. Also, we give some interpretations on several types of isolated cases and an example based on a real data set.

Keywords

References

  1. Communications in Statistics - Simulation and Computions v.25 Reference values for Cook's distance Kim, C.;Storer, B.E.
  2. Statistics : Learning in the Presence of Variation Wardrop, R.L.;Wm. C.