Distribution of the Affinity Coefficient between Variables based on the Monte Carlo Simulation Method

Authors

  • Áurea Sousa Department of Mathematics University of Azores 9501-855- Ponta Delgada Portugal
  • Osvaldo Silva Department of Mathematics, CMATI, University of Azores, 9501-855-Ponta Delgada
  • Helena Bacelar-Nicolau Laboratory of Statistics and Data Analysis, FP, University of Lisbon, 1649-013-Lisboa
  • Fernando C. Nicolau Department of Mathematics, FCT, New University of Lisbon, 2829-516-Caparica

Keywords:

Affinity coefficient, Pearson's correlation coefficient, Monte Carlo simulation method, probability laws

Abstract

The affinity coefficient and its extensions have both been used in hierarchical and non-hierarchical Cluster Analysis. The purpose of the present empirical study on the distribution of the basic and the generalized affinity coefficients and on the distribution of the standardized affinity coefficient, by the method of Wald and Wolfowitz, under different assumptions, is to assess the effect of the statistical probability distributions of the variables (columns) of the initial data matrix, and of the respective parameters, in the distribution of the values of these coefficients. We present some results concerning the asymptotic distribution of the referred coefficients under the assumption that the variables (for which the values of these coefficients ​​are calculated) are independent and have statistical probability distributions specified apriori. In this distributional study, based on the Monte Carlo simulation method, we considered ten well-known statistical probability distributions with different variations of the respective parameters. The simulation studies lead to the conclusion that the coefficients’ convergence for the normal distribution is quite fast and, in general, a good approximation is obtained for small sample sizes, that is for sample sizes above 20 and in many cases for sample sizes above 10.

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Published

2013-12-27

How to Cite

Sousa, Áurea, Silva, O., Bacelar-Nicolau, H., & Nicolau, F. C. (2013). Distribution of the Affinity Coefficient between Variables based on the Monte Carlo Simulation Method. Asian Journal of Applied Sciences, 1(5). Retrieved from https://www.ajouronline.com/index.php/AJAS/article/view/746

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