A test for correlation based on Kendall's tau |
| |
| Authors: | Basil Samara Ronald H Randles |
| |
| Affiliation: | 1. Burroughs Wellcome Co , 3030 Cornwallis Rd. Research Triangle Park, NC , 27709;2. Department of Statistics , University of Florida , Gainesville , FL , 32611 |
| |
| Abstract: | ![]()
A consistent estimator for the variance of Kendall's tau is proposed which allows for testing the hypothesis of no correlation in a bivariate distribution. The null distribution of the test statistic is tabulated under independence, and the properties of the test are discussed. |
| |
| Keywords: | consistent correlation distribution-free independence jackknife Kendall's tau |
|
|
