8.5 A Distribution-Free Test for Independence Based on Ranks (Spearman)

Hypothesis

Let c08-math-1169 be a random sample from a continuous bivariate population (i.e., Assumption A is satisfied) with joint distribution function c08-math-1170 and marginal distribution functions c08-math-1171 and c08-math-1172. In this section, we return to the problem of testing for independence between the c08-math-1173 and c08-math-1174 variables corresponding to the null hypothesis c08-math-1175 (8.1). Here, however, alternatives to c08-math-1176 will no longer be stated in terms of the correlation coefficient c08-math-1177 (8.2). Instead, the alternatives of interest in this section are less specifically interpretable, corresponding ...

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