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


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 ...

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.