Analytical proofs of classical inequalities between Spearman's and Kendall's |
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| Authors: | Christian Genest Johanna Ne&#x;lehov |
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| Institution: | aDépartement de mathématiques et de statistique, Université Laval, 1045, avenue de la Médecine, Québec, Canada G1V 0A6;bDepartement Mathematik, ETH Zürich, Rämistrasse 101, CH-8092 Zürich, Switzerland |
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| Abstract: | Short analytical proofs are given for classical inequalities due to Daniels 1950. Rank correlation and population models. J. Roy. Statist. Soc. Ser. B 12, 171–181; 1951. Note on Durbin and Stuart's formula for E(rs). J. Roy. Statist. Soc. Ser. B 13, 310] and Durbin and Stuart 1951. Inversions and rank correlation coefficients. J. Roy. Statist. Soc. Ser. B 13, 303–309] relating Spearman's ρ and Kendall's τ. |
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| Keywords: | Bounds Jensen's inequality Kendall's τ Spearman's ρ |
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