Asymptotic convergence in distribution for spearman's rank correlation coefficient

Asymptotic convergence in distribution for spearman's rank correlation coefficient

The Edgeworth expansion for the distribution function of Spearman's rank correlation coefficient may be used to show that the rates of convergence for the normal and Pearson type II approximations are l/nand l/n 2 respectively. Using the Edgeworth expansion up to terms involving the sixth momen...

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Veröffentlicht in:Communications in statistics. Simulation and computation 1988-01, Vol.17 (4), p.1449-1452
1. Verfasser: Henery, R. J.
Format: Artikel
Sprache:eng
Schlagworte:
asymptotic convergence
Distribution theory
Edgeworth expansion
Exact sciences and technology
Mathematics
Probability and statistics
Sciences and techniques of general use
Spearman's Rho
Statistics
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Zusammenfassung:The Edgeworth expansion for the distribution function of Spearman's rank correlation coefficient may be used to show that the rates of convergence for the normal and Pearson type II approximations are l/nand l/n 2 respectively. Using the Edgeworth expansion up to terms involving the sixth moment of the exact distribution allows an approximation with an error of order l/n 3 .
ISSN:0361-0918
1532-4141
DOI:10.1080/03610918808812734