Fast computation of the exact null distribution of Spearman's rho and Page's L statistic for samples with and without ties

M.A. Wiel, van de, A. Di Bucchianico

    Research output: Book/ReportReportAcademic

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    Abstract

    We present a new algorithm for computing the exact null distribution of the Spearman rank correlation statistic \rho, which also works in the case of ties. The algorithm is based on symmetries in the representation of the probability generating function as a permanent with monomial entries. We present new critical values for sample sizes 19 \leq n \leq 22. Finally, we show how to derive the exact null distribution of Page's L statistic from the null distribution of \rho.
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherTechnische Universiteit Eindhoven
    Number of pages13
    Publication statusPublished - 1998

    Publication series

    NameMemorandum COSOR
    Volume9817
    ISSN (Print)0926-4493

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