Download
PDF 398.13 KB
master's thesis
17   1
Pearson's Correlation Coefficient
Ana Tabak (2018)
Josip Juraj Strossmayer University of Osijek
Department of Mathematics
Chair of Pure Mathematics
Probability and Mathematical Statistics Research Group
Metadata
TitlePearsonov korelacijski koeficijent
AuthorAna Tabak
Mentor(s)Mirta Benšić (thesis advisor)
Abstract
Koeficijent korelacije numerička je karakteristika dvodimenzionalnog vektora koja se koristi kao pokazatelj povezanosti među njegovim komponentama. Na temelju jednostavnog slučajnog uzorka iz tog slučajnog vektora, koeficijent korelacije procjenjuje se izrazom koji je poznat pod nazivom Pearsonov korelacijski koeficijent. U ovom diplomskom radu izvedena je funkcija gustoće Pearsonovog korelacijskog koeficijenta u modelu jednostavnog slučajnog uzorka iz dvodimenzionalnog normalnog slučajnog vektora. Taj rezultat iskorišten je za definiranje statističkog testa o iznosu populacijskog korelacijskog koeficijenta.
KeywordsCorrelation Pearson’s correlation coefficient maximum likelihood method
Parallel title (English)Pearson's Correlation Coefficient
Committee MembersDanijel Grahovac (committee chairperson)
Mirta Benšić (committee member)
Domagoj Matijević (committee member)
GranterJosip Juraj Strossmayer University of Osijek
Department of Mathematics
Lower level organizational unitsChair of Pure Mathematics
Probability and Mathematical Statistics Research Group
PlaceOsijek
StateCroatia
Scientific field, discipline, subdisciplineNATURAL SCIENCES
Mathematics
Probability Theory and Statistics
Study programme typeuniversity
Study levelgraduate
Study programmeMathematics; specializations in: Financial and Statistical Mathematics, Mathematics and Computer Science, Industrial and Applied Mathematics
Study specializationFinancial and Statistical Mathematics
Academic title abbreviationmag.math.
Genremaster's thesis
Language Croatian
Defense date2018-02-16
Parallel abstract (English)
Correlation coefficient is the numerical characteristic of the two-dimensional random vector used as an indicator of connections among its components. Based on simple random sample from that random vector, the correlation coefficient is estimated using the expression that is known as Pearson’s correlation coefficient. In this graduate thesis the density function of the Pearson Correlation Coefficient in a simple random sample model was derived from a two-dimensional normal random vector. This result was used to define the statistical test of the amount of the population correlation coefficient.
Parallel keywords (Croatian)Korelacija Pearsonov korelacijski koeficijent metoda maksimalne vjerodostojnosti
Resource typetext
Access conditionOpen access
Terms of usehttp://rightsstatements.org/vocab/InC/1.0/
URN:NBNhttps://urn.nsk.hr/urn:nbn:hr:126:544508