Font Size: a A A

Developments in rank correlation procedures for trend detection in the analysis of water quality parameters

Posted on:1991-01-02Degree:Ph.DType:Dissertation
University:The University of Western Ontario (Canada)Candidate:Valz, Paul DexterFull Text:PDF
GTID:1478390017452499Subject:Statistics
Abstract/Summary:
lgorithms for enumerating the exact null distributions of Kendall's S and Spearman's D statistics, when there are ties in one or both of the rankings, are presented. An expression, which is used to provide a simple proof of the asymptotic normality of the score S when both rankings are tied, is obtained for the cumulant generating function of S. The usefulness of an Edgeworth approximation to the null distribution of S in the general case of tied rankings is investigated and compared with the standard normal approximation.;Exact and asymptotic results are developed for the distribution of Kendall's partial rank correlation statistic ;An asymptotic variance estimator for...
Keywords/Search Tags:Rank correlation
Related items