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      Tendency toward negative correlations for positively-skewed independent random variables

      Bardsley, W. Earl
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      Negative correlations.pdf
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       www.hydrologynz.co.nz
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      Bardsley, W. E. (2014). Tendency toward negative correlations for positively-skewed independent random variables. Journal of Hydrology, 53(2), 175–177.
      Permanent Research Commons link: https://hdl.handle.net/10289/11350
      Abstract
      Hydrological 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.
      Date
      2014
      Type
      Journal Article
      Publisher
      New Zealand Hydrological Society
      Rights
      © 2014 New Zealand Hydrological Society. Used with permission.
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      • Science and Engineering Papers [3122]
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