A note on the Edgeworth approximation to the distribution of Spearman's Rho with a correction to Pearson's approximation

DOI10.1080/03610918908812757zbMath0695.62024OpenAlexW1973529478MaRDI QIDQ3471337

LeRoy A. Franklin

Publication date: 1989

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918908812757

zbMATH Keywords

Spearman's rhoEdgeworth approximationexact null distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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• The null distribution of Spearman's S when n= 12
• Significance Testing of the Spearman Rank Correlation Coefficient
• Distributions of Sums of Squares of Rank Differences for Small Numbers of Individuals
• The 5% Significance Levels for Sums of Squares of Rank Differences and a Correction

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