Robust Correlation Procedure via Sn Estimator

Pearson correlation coefficient is the most widely used statistical technique when measuring a relationship between the bivariate normal distribution when the assumptions are fulfilled. However, this classical correlation coefficient performs poor in the presence of an outlier. Therefore, this study...

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Main Authors: Ahad, Nor Aishah, Zakaria, Nur Amira, Abdullah, Suhaida, Syed Yahaya, Sharipah Soaad, Yusof, Norhayati
Format: Article
Language:English
Published: Universiti Teknikal Malaysia Melaka 2018
Subjects:
Online Access:https://repo.uum.edu.my/id/eprint/31054/1/JTECE%2010%201-10%202018%20115-118.pdf
https://jtec.utem.edu.my/jtec/article/view/3801
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author Ahad, Nor Aishah
Zakaria, Nur Amira
Abdullah, Suhaida
Syed Yahaya, Sharipah Soaad
Yusof, Norhayati
author_facet Ahad, Nor Aishah
Zakaria, Nur Amira
Abdullah, Suhaida
Syed Yahaya, Sharipah Soaad
Yusof, Norhayati
author_sort Ahad, Nor Aishah
collection UUM
description Pearson correlation coefficient is the most widely used statistical technique when measuring a relationship between the bivariate normal distribution when the assumptions are fulfilled. However, this classical correlation coefficient performs poor in the presence of an outlier. Therefore, this study aims to propose a new version of robust correlation coefficient based on robust scale estimator Sn. The performance of the proposed robust correlation coefficient is assessed based on correlation value, average bias and standard error. The performance of the proposed coefficient is compared with the classical correlation together with the existing robust correlation coefficient. Classical correlation coefficient performs well under the condition of perfect data. However, its performance becomes worst when data is contaminated. Under the condition of data contamination, robust correlation coefficient performed better compared to classical correlation
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spelling uum-310542024-07-15T09:18:33Z https://repo.uum.edu.my/id/eprint/31054/ Robust Correlation Procedure via Sn Estimator Ahad, Nor Aishah Zakaria, Nur Amira Abdullah, Suhaida Syed Yahaya, Sharipah Soaad Yusof, Norhayati QA Mathematics Pearson correlation coefficient is the most widely used statistical technique when measuring a relationship between the bivariate normal distribution when the assumptions are fulfilled. However, this classical correlation coefficient performs poor in the presence of an outlier. Therefore, this study aims to propose a new version of robust correlation coefficient based on robust scale estimator Sn. The performance of the proposed robust correlation coefficient is assessed based on correlation value, average bias and standard error. The performance of the proposed coefficient is compared with the classical correlation together with the existing robust correlation coefficient. Classical correlation coefficient performs well under the condition of perfect data. However, its performance becomes worst when data is contaminated. Under the condition of data contamination, robust correlation coefficient performed better compared to classical correlation Universiti Teknikal Malaysia Melaka 2018 Article PeerReviewed application/pdf en cc4_by_nc_nd https://repo.uum.edu.my/id/eprint/31054/1/JTECE%2010%201-10%202018%20115-118.pdf Ahad, Nor Aishah and Zakaria, Nur Amira and Abdullah, Suhaida and Syed Yahaya, Sharipah Soaad and Yusof, Norhayati (2018) Robust Correlation Procedure via Sn Estimator. Journal of Telecommunication, Electronic and Computer Engineering, 10 (1-10). pp. 115-118. ISSN 2289-8131 https://jtec.utem.edu.my/jtec/article/view/3801 https://jtec.utem.edu.my/jtec/article/view/3801 https://jtec.utem.edu.my/jtec/article/view/3801
spellingShingle QA Mathematics
Ahad, Nor Aishah
Zakaria, Nur Amira
Abdullah, Suhaida
Syed Yahaya, Sharipah Soaad
Yusof, Norhayati
Robust Correlation Procedure via Sn Estimator
title Robust Correlation Procedure via Sn Estimator
title_full Robust Correlation Procedure via Sn Estimator
title_fullStr Robust Correlation Procedure via Sn Estimator
title_full_unstemmed Robust Correlation Procedure via Sn Estimator
title_short Robust Correlation Procedure via Sn Estimator
title_sort robust correlation procedure via sn estimator
topic QA Mathematics
url https://repo.uum.edu.my/id/eprint/31054/1/JTECE%2010%201-10%202018%20115-118.pdf
https://jtec.utem.edu.my/jtec/article/view/3801
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AT zakarianuramira robustcorrelationprocedureviasnestimator
AT abdullahsuhaida robustcorrelationprocedureviasnestimator
AT syedyahayasharipahsoaad robustcorrelationprocedureviasnestimator
AT yusofnorhayati robustcorrelationprocedureviasnestimator