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Robust correlation procedure via sn estimator
Nor Aishah Ahad1, Nur Amira Zakaria2, Suhaida Abdullah3, Sharipah Soaad Syed Yahaya4, Norhayati Yusof5.
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.
Affiliation:
- Universiti Utara Malaysia, Malaysia
- Universiti Utara Malaysia, Malaysia
- Universiti Utara Malaysia, Malaysia
- Universiti Utara Malaysia, Malaysia
- Universiti Utara Malaysia, Malaysia
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Indexation |
Indexed by |
MyJurnal (2019) |
H-Index
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0 |
Immediacy Index
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0.000 |
Rank |
0 |
Indexed by |
Scopus (SCImago Journal Rankings 2016) |
Impact Factor
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0 |
Rank |
Q4 (Computer Networks and Communications) Q4 (Electrical and Electronic Engineering) Q4 (Hardware and Architecture) |
Additional Information |
0.112 (SJR) |
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