• The Korean Journal of Applied Statistics
• /
• v.35 no.3
• /
• pp.421-434
• /
• 2022

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).