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http://dx.doi.org/10.5351/KJAS.2022.35.3.421

Exploratory data analysis for Chatterjee's ξ coefficient  

Jang, Dae-Heung (Department of Statistics and Data Science, Pukyong National University)
Publication Information
The Korean Journal of Applied Statistics / v.35, no.3, 2022 , pp. 421-434 More about this Journal
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).
Keywords
coefficient of correlation; $\xi$ coefficient; mutual information;
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