Transcription of 8. 비모수 상관 계수 - wolfpack.hnu.ac.kr
1 Chapter 8.. 8.. (association) 5 . 2 - (nominal) .. Pearson . ( xi , yi ) .. : ( x, y) . 0 . = 0. : . 0. : r t= ~ t (df = n 2) , r = , n= . (1 r ) /( n 2). 2. H 0 : = 0 0 . 1+ 0. T 0. 5 ln 1+ r 1+ 1 0. T = ln ~ Normal ( 0. 5 ln ,1 /(n 3)) Z = ~ Normal (0,1). 1 r 1 1 /( n 3).. t ( = n-2) , .. [2001 1 ]. nonparametric 96. Chapter 8.. ;EXAMPLE;. 19 .. ( = ). : . =0. : . 0. : r t= = = 4. 12. (1 r ) /( n 2). 2. (1 2 ) /(19 2). : t (df = 17 , / 2 = ) = 2. 11 .. Spearman rank correlation coefficient ( ).. ( xi , yi ) .. : ( x, y) . : .. : 6 d i2 n rS = 1 where d i2 = [ R( x i ) R( y i )] 2. n( n 2 1) i =1. R( xi ) x i . R( y i ) y i . [2001 1 ]. nonparametric 97. Chapter 8.. (x, y) d i 0 rS = 1 . (x,y) d i rS = 1.
2 [ R( x) = 1, R ( y) = n] , [ R( x) = 2, R( y ) = n 1] , , [ R( x) = n, R( y ) = 1]. Spearman . ( .. SAS ). Large Sample approximation z = rS n 1 ~ Normal (0,1). Kendall's Tau .. ( xi , yi ) .. : ( x, y) . : .. : , where n = . t i = (tied) X . u i = (tied) Y .. Kendall . ( .. SAS ). [2001 1 ]. nonparametric 97. Chapter 8.. Large Sample approximation 3 n(n 1). z= ~ Normal (0,1). 2( 2n + 5). Kendall's Tau Spearman . Spearman . n Kendall's Tau Spearman . p- . Kendall's Tau .. 5 IQ .. ( = ). KENDALL, SPEARMAN SAS . PEARSON . [2001 1 ]. nonparametric 98. Chapter 8.. Spearman . p- .. IQ .. Kendall p- .. IQ .. [2001 1 ]. nonparametric 99.
