8.5 A Distribution-Free Test for Independence Based on Ranks (Spearman)
Hypothesis
Let be a random sample from a continuous bivariate population (i.e., Assumption A is satisfied) with joint distribution function
and marginal distribution functions
and
. In this section, we return to the problem of testing for independence between the
and
variables corresponding to the null hypothesis
(8.1). Here, however, alternatives to
will no longer be stated in terms of the correlation coefficient
(8.2). Instead, the alternatives of interest in this section are less specifically interpretable, corresponding ...
Get Nonparametric Statistical Methods, 3rd Edition now with the O’Reilly learning platform.
O’Reilly members experience live online training, plus books, videos, and digital content from nearly 200 publishers.