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

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

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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 language	English
Place of Publication	Eindhoven
Publisher	Technische Universiteit Eindhoven
Number of pages	13
Publication status	Published - 1998

Publication series

Name	Memorandum COSOR
Volume	9817
ISSN (Print)	0926-4493

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abstract = "We present a new algorithm for computing the exact null distribution of the Spearman rank correlation statistic \textbackslash{}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 \textbackslash{}leq n \textbackslash{}leq 22. Finally, we show how to derive the exact null distribution of Page's L statistic from the null distribution of \textbackslash{}rho.",

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M3 - Report

T3 - Memorandum COSOR

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

PB - Technische Universiteit Eindhoven

CY - Eindhoven

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

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