TESTS FOR RANK CORRELATION COEFFICIENTS. I

Spearman’s Rank Correlation Tests (Simulation)

2. Generate a random sample of points (X, Y) from the bivariate distribution specified by the alternative hypothesis. Calculate the test statistic from the simulated data and determine if the null hypothesis is accepted or rejected. These samples are used to calculate the power of the test. In the case of paired data, the individual values are simulated are constructed so that they exhibit the ...

I Sequential Rank Tests for Location

Some Locally Most Powerful Rank Tests For Correlation

I I . I I I I Asymptotically Most Powerful Rank Order Tests for Grouped Data

The object of the present investigation is to extend the findings of Hajek [5J on asymptotically most powerful rank order tests (AMPROT) to grouped data where the underlying distributions are essentially continuous but I the observable random variables correspond to a finite or countable set of contiguous class intervals. In this context, the two sample problem for grouped data is considered an...

Right-invariant generalized metrics applied to rank correlation coefficients

In this paper we investigate properties of rank correlation coefficients that can be derived from right-invariant generalized metrics on the symmetric group. We prove some new inequalities between a number of generalized metrics, and we characterize the sample sizes for which several (right-invariant) rank correlation coefficients can equal zero. Using the Hausdorff generalized metric, we show ...