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Asymptotic convergence in distribution for spearman's rank correlation coefficient

 

作者: R. J. Henery,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1988）
卷期: Volume 17, issue 4  

页码: 1449-1452

 

ISSN:0361-0918

 

年代: 1988

 

DOI:10.1080/03610918808812734

 

出版商: Marcel Dekker, Inc.

 

关键词: Spearman's Rho;Edgeworth expansion;asymptotic convergence

 

数据来源: Taylor

 

摘要:

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/n2respectively. Using the Edgeworth expansion up to terms involving the sixth moment of the exact distribution allows an approximation with an error of order l/n3.

 

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