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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Rank correlation in a singly truncated bivariate normal distribution

Hume, Merril Wayne 23 December 2009 (has links)
Considerable attention has been devoted to the rank correlation coefficients of Spearman and Kendall, denoted by r<sub>S</sub> and r<sub>K</sub> respectively. These coefficients were first proposed as measures of association between two groupings, requiring no assumptions on the parent distribution of the observations. Later work considered the distributions of r<sub>S</sub> and r<sub>K</sub> when the parent distribution is the bivariate normal. This study is an investigation of the moments and related properties of Spearman's r<sub>S</sub> and Kendall's r<sub>K</sub> when the underlying distribution is the singly truncated bivariate normal. / Ph. D.

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