THE SIGNIFICANCE OF RANK CORRELATIONS WHERE PARENTAL CORRELATION EXISTS
成果类型：
Article
署名作者：
DANIELS, HE; KENDALL, MG
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/34.3-4.197
发表日期：
1947
页码：
197208
关键词：
摘要：
The sampling distribution of the rank correlation t is not completely specified by the parameter [tau]. However, the distribution is asymptotically normal, with approach to normality fairly rapid when tau is not close to 1. An upper limit to, and an unbiassed estimate of, the variance of t are given. Confidence intervals are obtained for [tau] assuming normality and, also, not assuming this but using two terms in a Gram-Charlier approximation. In the formulae (16.1) and (16.2) given as estimates of variance and skewness of t, respectively, [SIGMA]ci2 should be read [SIGMA]([image])c12 and c 2 should be [c ([image])]2. In an appendix, it is shown that the upper limit to the variance of t is approached by some ranking in the universe for every value of [tau].