Tendency toward negative correlations for positively-skewed independent random variables

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dc.contributor.authorBardsley, W. Earlen_NZ
dc.date.accessioned2017-09-20T04:11:26Z
dc.date.available2014en_NZ
dc.date.available2017-09-20T04:11:26Z
dc.date.issued2014en_NZ
dc.description.abstractHydrological variables often display positive skewness, with means exceeding medians. Even when two such variables are independent, there is a more than 50% chance that a bivariate random sample will yield a negative value of the Pearson product-moment linear correlation coefficient r. Simulations from inverse Gaussian distributions suggest that this effect is small and unlikely to have any effect on significance tests of r if two skewed variables are in fact independent. However, a high frequency of negative sample correlations in a multi-site hydrological study could result in an incorrect deduction that some weak but widespread physical process is in operation.en_NZ
dc.format.mimetypeapplication/pdf
dc.identifier.citationBardsley, W. E. (2014). Tendency toward negative correlations for positively-skewed independent random variables. Journal of Hydrology, 53(2), 175–177.en
dc.identifier.issn0022-1694en_NZ
dc.identifier.urihttps://hdl.handle.net/10289/11350
dc.language.isoen
dc.publisherNew Zealand Hydrological Societyen_NZ
dc.relation.isPartOfJournal of Hydrologyen_NZ
dc.relation.urihttp://www.hydrologynz.co.nz/downloads/20150525-122344-JOHNZ_v53_2_BARDSLEY.pdf
dc.rights© 2014 New Zealand Hydrological Society. Used with permission.
dc.subjectcorrelation coefficienten_NZ
dc.subjectinverse Gaussianen_NZ
dc.subjectdata simulationen_NZ
dc.subjectmedianen_NZ
dc.titleTendency toward negative correlations for positively-skewed independent random variablesen_NZ
dc.typeJournal Article
pubs.begin-page175
pubs.declined2017-09-20T15:24:55.275+1200
pubs.deleted2017-09-20T15:24:55.275+1200
pubs.elements-id202161
pubs.end-page177
pubs.issue2en_NZ
pubs.organisational-group/Waikato
pubs.organisational-group/Waikato/2018 PBRF
pubs.organisational-group/Waikato/FSEN
pubs.organisational-group/Waikato/FSEN/2018 PBRF - FSEN
pubs.organisational-group/Waikato/FSEN/School of Science
pubs.organisational-group/Waikato/FSEN/School of Science/2018 PBRF - School of Science
pubs.user.infoBardsley, William (web@waikato.ac.nz)
pubs.volume53en_NZ
uow.verification.statusunverified
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