• Title/Summary/Keyword: Canvelling Effect

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Effect of Outliers on Sample Correlation Coefficient

  • Kim, Chooongrak;Park, Byeong U.;Park, Kook L.;Whasoo Bae
    • Journal of the Korean Statistical Society
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    • v.29 no.3
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    • pp.285-294
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    • 2000
  • In analyzing bivariate date the sample correlation coefficient is often used, and it is quite sensitive to one or few isolated cases. In this article we derive a formula for the effect of $textsc{k}$ observations on the samples correlation coefficient by the deletion method. To give a reference value for the isolated cases the asymptotic distribution fo the formula is derived. Also, we give some interpretations on several types of isolated cases and an example based on a real data set.

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