Kendall's τ is equal to the correlation coefficient for the BVE distribution

Autor:	Michael D. deB. Edwardes
Rok vydání:	1993
Předmět:	Statistics and Probability education.field_of_study Exponential distribution Kendall's W Correlation coefficient Population Bivariate analysis Gumbel distribution Joint probability distribution Statistics Statistics Probability and Uncertainty education Mathematics t-statistic
Zdroj:	Statistics & Probability Letters. 17:415-419
ISSN:	0167-7152
DOI:	10.1016/0167-7152(93)90264-j
Popis:	For the BVE (BiVariate Exponential) distribution, defined and explained by Marshall and Olkin (1967), the population Kendall's τ (1948), which is the probability of concordance minus the probability of discordance for a bivariate distribution, is shown to be equal to the population correlation coefficient. Moreover, Kendall's t statistic is superior to Pearson's r for estimating the BVE correlation. Some other bivariate distributions, due to Gumbel, Morgenstern and Freund, are also considered.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::096f1fddebc4f81d397065fec038fae9 https://doi.org/10.1016/0167-7152(93)90264-j Zobrazit plný text záznamu