{"id":{"repo_id":"vt","oai_identifier":"oai:vtechworks.lib.vt.edu:10919/40482"},"canonical_url":"https://search.dev.ndltd.org/etd/vt/oai:vtechworks.lib.vt.edu:10919/40482","repository":{"repo_id":"vt","name":"Virginia Tech","base_url":"https://vtechworks.lib.vt.edu/oai/request"},"display":{"title":"Rank correlation in a singly truncated bivariate normal distribution","abstract":"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.","abstract_html":"Considerable attention has been devoted to the rank correlation coefficients of Spearman and Kendall, denoted by r&lt;sub&gt;S&lt;/sub&gt; and r&lt;sub&gt;K&lt;/sub&gt; 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&lt;sub&gt;S&lt;/sub&gt; and r&lt;sub&gt;K&lt;/sub&gt; when the parent distribution is the bivariate normal. 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