1.Previous
3.Next

and does not depend on the scale on which the variables are expressed. That is, if we are analyzing the relationship between and , most correlation measures are unaffected by transforming to and to , where a, b, c, and d are constants (b and d being positive). This is true of some correlation statistics as well as their population analogues. Some correlation statistics, such as the rank correlation coefficient, are also invariant to monotone transformations

1.Previous
3.Next