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Rank correlation in a singly truncated bivariate normal distribution

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.

Identiferoai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/40482
Date23 December 2009
CreatorsHume, Merril Wayne
ContributorsStatistics, Aitkin, M. A., Harshbarger, Boyd, Jensen, Donald R., Kramer, Clyde Y., Pace, W. Emory
PublisherVirginia Tech
Source SetsVirginia Tech Theses and Dissertation
LanguageEnglish
Detected LanguageEnglish
TypeDissertation, Text
Format114 leaves, BTD, application/pdf, application/pdf
RightsIn Copyright, http://rightsstatements.org/vocab/InC/1.0/
RelationOCLC# 20298499, LD5655.V856_1966.H853.pdf

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