) (

1.10

.
) (
.

. .


.
.
.

" " .Simple Correlation

Multiple Correlation
.
:
2.10


.
.


.
.
.
) (
166

.
)
( .
: Scatter Diagram
3.10


. "
" .

.

X Y
Pair

.
.
) (

.
:

167

:

.
" " . "
" )( .
.
)
(
" " )( .
.

)(

)(

)(

)(

168

:

) (
.
Y

)(
X
) (

)(

) (

:

:Y
" " Non Linear Correlation

) (

169

:

) (
:
Y

) (

: Correlation Coefficient
4.10
"
"
. .1 - 1 +
1 +
.
1

.
.
1 + 1
.

170

:

1 + 1 1 + 1
.

.

1 + .1
.
:
5.10
Pearson
)
(.

/ )
(
..
.

(.




. "
" .
.
Y , X n
:
) ( x 1 , y 1 ), ( x 2 , y 2 ), ... , ( x n , y n

X X Y Y
X Sx Y Sy
r :

171

x-x y-y

S x Sy

1
=r
n

x -x
S
S , S , Y , X
y

X
x -x

y- y
Sy

y- y

S
S
.n


- :
) n ( x y ) - ( x ) ( y
) (2
=r
)n x - (x
) n y - (y

) (2 y , x , x y :
x y X
) n Y n (.
y

): (1


.
x : 25 32 29 43 38 51 47 35
y : 10 18 15 35 40 62 100 50
:
:
y , x , x y , y , x
:
2

y2

x2

xy

172

100
324
225
1225
1600
3844
10000
2500
19818

250
576
435
1505
1520
3162
4700
1750
13898

625
1024
841
1849
1444
2601
2209
1225
11818

25
32
29
43
38
51
47
35
300

10
18
15
35
40
62
100
50
330

) (2 n

: =8
) n ( x y ) - ( x ) ( y

- ( y ) 2

- ( x ) 2

) 8 ( 13898 ) - ( 300 ) ( 330

8 ( 19818 ) - ( 330 ) 2

8 (11818) - (300) 2

111184 - 99000
158544 - 108900

94544 - 9000
12184
49644

=r
=
=
=

4544
12184
=
15019.6
r = 0.81

0.81 )
( ) ( .
.% 81
.

173

:

.y , x
) ( ) ( . ) (
x y ) (
x y
.
6.10

Significance Of Correlation

: Coefficient
r 1 + 1
r = 0
r
) (
.

.R :
:
:
R = Zero

:
.

R zero

: R
) ( RO
R = RO : ) RO # R :
( ) Ro < R ( < R
) RO (.
: :
r
t R

174

1- r2
n-2

.n 2

:
1 :
. :
Ho : R = o

2 :
:
H1 : R # 0

3 :
t :
r
1- r 2
n-2

=T

t .n 2
4 :

t 2 n 2
) ( :

175

/2
, n 2

/2

+t

, n 2

: ) (3 )
.(4
R = o



.
):(2
)(1
.% 5
:
) (1 :
n=8

r = 0.81
:
1 :
Ho : R = o

2 :
H1 : R # o

3 :
0.81
0.81
=
0.3439 0.239
6

0.81
2

)1 - (0.81
8-2
t = 3.389

4 :
176

r
2

1- r
n-2

=t

t 2 = 0.025 , = 0.05
) (n 2 = 8 2=6 t 2.447
:

/2

/2

+t = 2.447
0.025,6

t =2.447
0.025,6

5 :
3 3.389
) t (4
) (2.447 :
.
.
)
(
.% 5
:
% 1 % 5
) t = %1
= : (6
:

= 0.005 = 0.01

/2

=0.005

t0.005,6 = 3.707

+ t0.005,6 = 3.707

/2

=0.005

t0.005,6 = 3.707

3.389
) 3.707 :
177

"

%1
.
:
)*(
:
:
H0 : R = Ro
1 :

) ( .Ro
2 :

: R Ro
r R > Ro
r R < Ro

:
.Ro
.
.
3 : Z
:
U u
=Z
u

:
1
1 + r
1 + r
log e
1.15 log 10

2
1- r
1- r
1
1 + Ro
1 + Ro
u = log e
1.15 log 10

2
1 - Ro
1 - Ro
1
= u
n-3

=u

, , u

log e
u

*)*( .

178

e
log 10 .10
)
(.

4 :
) Z (
.
* " "
) (
) : %
5
(.

0.05
= 0.025
2

1
0.95

=/ 2

- 1.96

+1.96

0.05
=/ 2
= 0.025
2

* " "
) (
) %
:(5

5%

+
95 %

0
+1.65

* " "
) (
) :(5%
+

179

5%

-1.65
0

5 :

3 ) Z (.

.
)(3
) (1
0.81

) ( 0.90

Ho : R = 0.90 :

H1 : R < 0.90 : .% 5
:
1 :
0.90 :
Ho : R = 0.90

2 :
0.90 :
H1 : R < 0.90

3 :
u - u

u , u , u

=Z

1 + r
1 + r

=1.15 log 10

1
r

1- r
1.81
1 + 0.81
=1.15 log 10
=1.15 log 10
1
0.81
0.19

) =1.15 log 10 9.53 =1.15 ( 0.9789

e

1
log
2

u =1.125769

180

=u

1 + Ro
1 + Ro

=1.15 log 10

1 - Ro
1 - Ro
1.9
1 + 0.90
u =1.15 log 10
=1.15 log 10
0.1
1 - 0.9
) =1.15 ( 1.27875
u =1.47056
e

1
1
2.236

n -3
1

1
log
2

= u

= u
=

8-3
5
u = 0.44723

:
u u

=Z

1.12576 - 1.47056
0.44723
Z = - 0.77
=

4 :
%5
) (
:
-

1-
95%

5%

-1.65

)(
1.65
.1.65
5 :
0.77

0.90 .% 5

181

: Rank Correlation
7.10


Ordinal

.



...
:

.
.

) (

) (
.

.

182

8.10

:
Spearman rank Correlation Coefficient

)
( .
1 2
) ( .
1
2 ) ( .
) (
) (
.

) (d
d

:
) 6(d
r =12

)n ( n 2 -1

d n

:
.
:
1 .
2 1 + 1

1 1 2
2 ..
) 1 + (.
) 1 (
.. 1
) (.
3
) n ( n +1
.
2
2

):(4

183

:
:
1
1 2..
. .
2

.
3 d
d2 d
.n = 7
2

4
6.5
1
4
2
6.5
4

2.5
7
2.5
5
5
5
1

1.5
- 0.05
- 1.5
- 1.0
- 3.0
1.5
3.0
Zero

d2

2.25
0.25
2.25
1.00
9.00
2.25
9.00
26.0

) 6 ( d2
) 6 ( Sd 2
) 6 ( 26
=
1
=12
2
) n ( n -1
) n ( n -1
) 7 ( 49 - 1
156
=1= 1 - 0.46
336
rs = 0.54
rs =1 -

184

.
.
)(5

:

X
y

10

12

14

11

19

16

60

48

83

76

74

58

98

89

37

69

.
:

n = 10

X
10
6
12
14
11
6
19
16
3
9

60
48
83
76
74
58
98
89
37
69

6
8.5
4
3
5
8.5
1
2
10
7

7
9
3
4
5
8
1
2
10
6

-1
- 0.5
1
-1
0
0.5
0
0
0
1
Zero

= 4.5

1.00
0.05
1.00
1.00
0
0.25
0
0
0
1.00
4.50

n = 10 d :

) 6 ( d
) 6 ( 4.5
27
=1 =1=1 - 0.027
2
) n ( n -1
) 10 ( 1 - 99
990
rs = 0.973
2

rs =1 -

.

.% 97
9.10

185

.

:
1
rs = n - 1
:
1 :

(:

Ho : R = Zero

2 :
(:

H1 : R # Zero

3 : :
n -1

186

Z =rs

4 ) :
(

/2

/2

5 :
.
.
)(6
) (5 n = 10 = 0.973

rs

.% 1
:
1 : . :
Ho : R = Zero

2 : . :
H1 = R # Zero

3 :
9

n - 1 =0.973 10 - 1 =0.973
Z = 2.919

187

Z = rs

4 :
) Z & = (% 1

0.01
=2
=0.005
2

0.01
=2
=0.005
2

0.99

+ 2.58

- 2.58

5 : ) (2.919
) (2.58

.%1
)*(

10.10 : Kendall.s Tau

)
(Kendall's. Tau
n
Pairs ) (Xi , Yi
) (2 , 4 ) (3 , 5
" " Concordant
) 5 4 , 3 .(2
.Nc
) (3 , 5 ) (6 ,2 "
" Discordant
) ( .
.Nd ties
) ( )) , (5,2
,(5,3 ).((5,3) , (5,3
) (
) n( n - 1
( n 2 ) = 2
n 2 :
Kendall's Tau kt
:
*)*( .

188

Nc - Nd
or
n ( n -1) / 2
) 2 ( Nc - Nd
= kt
)n ( n -1
= kt

Nd

n Nc
.
:
1 1+
) ( .

) 1 ( .
.- 1 + 1
2 kt )Xi ,
(Yi X y
) (
.

(.

189

): (7
12 :

:
: X
: y

10

11

12

86
88

71
77

77
76

68
64

91
96

72
72

77
65

91
90

70
65

71
80

88
81

87
72

.
:
X
:

)(Xi , Yi

)(Xi , Yi

) (Xi , Yi
Xi

0
0
4
4
1
0
1
2
0
0
0
0
Nd = 12

11
9
4
4
5
5
4
2
3
2
0
0
Nc = 49

)(68 , 64
)(70 , 65
)(71 , 77
)(71 , 80
)(72 , 72
)(77 , 65
)(77 , 76
)(86 , 88
)(87 , 72
)(88 , 81
)(91 , 90
)(91 , 96

:
) 2 ( Nc - Nd
)n ( n -1
) 2 ( 49 - 12
=
) 12 ( 12 - 1
) 2 ( 37
=
) 12 ( 11
kt = 0.56
= kt

.
11.10 :
:

190

1 : )
(.
2 : )
(.
3 : kt
)n ( n - 1
:

2
T = Nc Nd

4 ) (
) 1 - (.
5 : T
.
): (8

.% 5
:
1 :
) (.
2 : .
3 :
T = Nc - Nd =49 - 12
T =37

4 ) (...
% 5 .28 + , 28
5 T = 37 +
28
.% 5

191