On direction of dependence

被引：0
|
作者：
Yadolah Dodge
Iraj Yadegari
机构：
[1] University of Neuchâtel,Institute of Statistics
[2] Tarbiat Modares University,Department of Statistics
来源：
Metrika | 2010年 / 72卷
关键词：
Asymmetric interpretation of the correlation coefficient; Causality; Correlation coefficient; Kurtosis coefficient; Linear regression; Response variable; Coefficient of variation; Skewness coefficient;
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学科分类号：
摘要：
Under the assumption of the existence of linear relationship between two random variables, new formulas are introduced to express the coefficient of correlation. One of these formulas, the fourth power of the correlation coefficient is used to determine the direction of dependency between two random variables. Also an interpretation of the correlation coefficient as an asymmetric function of kurtosis coefficient and skewness coefficient of dependent variable and independent variable is provided. In the absent of the intercept in linear regression, the correlation coefficient is also expressed as a ratio of coefficients of variation between independent and dependent variables.
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页码：139 / 150
页数：11
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