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Approximating Pearson Product-Moment Correlations from Kendall's Tau and Spearman's Rho

✍ Scribed by Rupinski, M. T.; Dunlap, W. P.

Book ID
126732330
Publisher
SAGE Publications
Year
1996
Tongue
English
Weight
873 KB
Volume
56
Category
Article
ISSN
0013-1644

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A series of papers by FIELLER, PEARSON el al. (1957, 1961, 1962) were concerned with the use of FISHER'S tanh-1 transformation ( = z ) for SPEARMAN'S 'rho' and KENDALL'S 'tau' rank correlation coefficients. Under the assumption of bivariate normal samples, empirical results on the means and variance