Tham khảo tài liệu 'lập trình c# all chap "numerical recipes in c" part 133', công nghệ thông tin phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | Nonparametric orRankCorrelation 639 sxy xt yt r sxy sqrt sxx syy TINY z log r TINY r TINY Fisher s z transformation. df n-2 t r sqrt df r TINY r TINY Equation . prob betai df df df t t Student s t probability. prob erfcc fabs z sqrt For large n this easier computation of prob using the short routine erfcc would give approximately the same value. CITED REFERENCES AND FURTHER READING Dunn . and Clark . 1974 Applied Statistics Analysis ofVariance and Regression New York Wiley . Hoel . 1971 Introduction to Mathematical Statistics 4th ed. New York Wiley Chapter 7. von Mises R. 1964 Mathematical Theory of Probability and Statistics New York Academic Press Chapters IX A and IX B . Korn . and Korn . 1968 Mathematical Handbook for Scientists and Engineers 2nd ed. New York McGraw-Hill . Norusis . 1982 SPSS Introductory Guide Basic Statistics and Operations and 1985 SPSS-X Advanced Statistics Guide New York McGraw-Hill . Nonparametric or Rank Correlation It is precisely the uncertainty in interpreting the significance of the linear correlation coefficient r that leads us to the important concepts of nonparametric or rank correlation. As before we are given N pairs of measurements xi yi . Before difficulties arose because we did not necessarily know the probability distribution function from which the xi s or yi s were drawn. The key concept of nonparametric correlation is this If we replace the value of each xi by the value of its rank among all the other xi s in the sample that is 1 2 3 . N then the resulting list of numbers will be drawn from a perfectly known distribution function namely uniformly from the integers between 1 and N inclusive. Better than uniformly in fact since if the xi s are all distinct then each integer will occur precisely once. If some of the xi s have identical values it is conventional to assign to all these ties the mean of the ranks that they would have had if .
