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Virginia Tech

Rank correlation in a singly truncated bivariate normal distribution

Abstract

dc:description.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.

Degree

thesis:*
Name thesis:degree_name
Ph. D.
Level thesis:degree_level
doctoral
Discipline thesis:degree_discipline
Statistics
Department dc:contributor.department
Statistics
Grantor dc:publisher
Virginia Tech
Year dc:date.issued
1966

Author and committee

dc:creator, dc:contributor.*
Author dc:creator
  • Hume, Merril Wayne
Chair dc:contributor.committeechair
  • Aitkin, M. A.
Committee members dc:contributor.committeemember
  • Harshbarger, Boyd
  • Jensen, Donald R.
  • Kramer, Clyde Y.
  • Pace, W. Emory

Rights

dc:rights
Statement dc:rights
  • In Copyright
Language dc:language.iso
en

Identifiers

dc:identifier.*
Dc Identifier Other
etd-12232009-020732
OAI identifier oai:identifier
oai:vtechworks.lib.vt.edu:10919/40482

Chain of custody

source
Harvested from
Virginia Tech
Base URL
vtechworks.lib.vt.edu/oai/request
Last updated
2026-07-22
Source record
OAI-PMH GetRecord
related terms
citation

Hume, Merril Wayne. Rank correlation in a singly truncated bivariate normal distribution. doctoral thesis, Virginia Tech, 1966. http://hdl.handle.net/10919/40482