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.
Identifer | oai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/40482 |
Date | 23 December 2009 |
Creators | Hume, Merril Wayne |
Contributors | Statistics, Aitkin, M. A., Harshbarger, Boyd, Jensen, Donald R., Kramer, Clyde Y., Pace, W. Emory |
Publisher | Virginia Tech |
Source Sets | Virginia Tech Theses and Dissertation |
Language | English |
Detected Language | English |
Type | Dissertation, Text |
Format | 114 leaves, BTD, application/pdf, application/pdf |
Rights | In Copyright, http://rightsstatements.org/vocab/InC/1.0/ |
Relation | OCLC# 20298499, LD5655.V856_1966.H853.pdf |
Page generated in 0.0019 seconds