Correlation Coefficient

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The Experts below are selected from a list of 297 Experts worldwide ranked by ideXlab platform

Katie A Haerling - One of the best experts on this subject based on the ideXlab platform.

Susan Prion - One of the best experts on this subject based on the ideXlab platform.

Junhaeng Heo - One of the best experts on this subject based on the ideXlab platform.

  • comparison on probability plot Correlation Coefficient test considering skewness of sample for the gev distribution
    Journal of Korea Water Resources Association, 2014
    Co-Authors: Hongjoo Shi, Sooyoung Kim, Junhaeng Heo
    Abstract:

    It is important to estimate an appropriate quantile for design of hydraulic structure. For this purpose, it is necessary to find the appropriate probability distribution which can represent the sample data well. Probability plot Correlation Coefficient test as one of goodness-of-fit test, is recently developed and has been known as a simple and powerful method. In this study, probability plot Correlation Coefficient test statistics using the plotting position considering the Coefficients of skewness for the GEV distribution is derived, and represented by the regression equation. Monte-Carlo method is also performed to compare the rejection power between each method. As the results, the probability plot Correlation Coefficient test which is derived in this study is better than the others. In particular, when sample size is small and distribution has the shape parameter, rejection power of probability plot Correlation Coefficient test considering the Coefficients of skewness is bigger than the others.

Joakim Ekström - One of the best experts on this subject based on the ideXlab platform.

Hongjoo Shi - One of the best experts on this subject based on the ideXlab platform.

  • comparison on probability plot Correlation Coefficient test considering skewness of sample for the gev distribution
    Journal of Korea Water Resources Association, 2014
    Co-Authors: Hongjoo Shi, Sooyoung Kim, Junhaeng Heo
    Abstract:

    It is important to estimate an appropriate quantile for design of hydraulic structure. For this purpose, it is necessary to find the appropriate probability distribution which can represent the sample data well. Probability plot Correlation Coefficient test as one of goodness-of-fit test, is recently developed and has been known as a simple and powerful method. In this study, probability plot Correlation Coefficient test statistics using the plotting position considering the Coefficients of skewness for the GEV distribution is derived, and represented by the regression equation. Monte-Carlo method is also performed to compare the rejection power between each method. As the results, the probability plot Correlation Coefficient test which is derived in this study is better than the others. In particular, when sample size is small and distribution has the shape parameter, rejection power of probability plot Correlation Coefficient test considering the Coefficients of skewness is bigger than the others.