Inversions and Rank Correlation Coefficients

1951-07-01articleJournal of the Royal Statistical Society Series B (Statistical Methodology)78 citationsclosed

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Multidisciplinary Science and Engineering Research Probability and Statistical Research Advanced Statistical Methods and Models

Abstract

Summary A relation is developed between Spearman’s coefficient of rank correlation rs and the inversions in the two rankings. This leads to an expression for the mean value of rs in samples from a finite population, and to the improvement of Daniels’ inequality relating rs and Kendall’s coefficient t.

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References

1957Rank Correlation Methods.

1949Rank Correlation Methods.

1950Rank Correlation and Population Models

1948Rank Correlation and Product-Moment Correlation

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