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Exploratory data analysis for Chatterjee's ξ coefficient

Chatterjee의 ξ 계수에 대한 탐색적자료분석

  • Jang, Dae-Heung (Department of Statistics and Data Science, Pukyong National University)
  • 장대흥 (부경대학교 통계.데이터사이언스학과)
  • Received : 2022.02.24
  • Accepted : 2022.04.28
  • Published : 2022.06.30

Abstract

Chatterjee (2021) proposed a new correlation coefficient ξ. Focusing on two questions (1. Is ξ coefficient distinguishable for Anscombe's quartet data set?, 2. How does the ξ coefficient value change according to the number of data for various kinds of scatterplots?), an exploratory data analysis is attempted for ξ coefficient. We can compare three measures (ξ coefficient, Pearson's correlation coefficient and mutual information).

Chatterjee (2021)는 새로운 상관계수 ξ를 제안하였다. 두 가지 질문 (1. Anscombe's quartet 데이터셋에 대하여 ξ 계수는 구별이 가능한가?, 2. 다양한 종류의 산점도에서 데이터의 개수에 따라 ξ 계수 값의 변화는 어떠한가?)을 중심으로 ξ 계수에 대한 탐색적자료분석을 시도하였다. 세 가지 측도 (ξ 계수, 피어슨상관계수, 상호정보)를 서로 비교하였다.

Keywords

Acknowledgement

이 논문은 한국연구재단(NRF)의 지원을 받아 연구되었음(No. 2020R1I1A3A04037799).

References

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