A note on the expected value of the Rand index

作者:Steinley Douglas*; Brusco Michael J.
来源:British Journal of Mathematical and Statistical Psychology, 2018, 71(2): 287-299.
DOI:10.1111/bmsp.12116

摘要

Two expectations of the adjusted Rand index (ARI) are compared. It is shown that the expectation derived by Morey and Agresti (1984, Educational and Psychological Measurement, 44, 33) under the multinomial distribution to approximate the exact expectation from the hypergeometric distribution (Hubert & Arabie, 1985, Journal of Classification, 2, 193) provides a poor approximation, and, in some cases, the difference between the two expectations can increase with the sample size. Proofs concerning the minimum and maximum difference between the two expectations are provided, and it is shown through simulation that the ARI can differ significantly depending on which expectation is used. Furthermore, when compared in a hypothesis testing framework, multinomial approximation overly favours the null hypothesis.

  • 出版日期2018-5