Spearman rank test

Le Monde rank test (corr’d)

April 6, 2010 | xi'an

Since my first representation of the rank statistic as paired was incorrect, here is the histogram produced by the simulation perm=sample(1:20) saple[t]=sum(abs(sort(perm[1:10])-sort(perm[11:20]))) when . It is obviously much closer to zero than previously. An interesting change is that the regression of the log-mean ... [Read more...]

Le Monde rank test (cont’d)

April 5, 2010 | xi'an

Following a comment from efrique pointing out that this statistic is called Spearman footrule, I want to clarify the notation in namely (a) that the ranks of and are considered for the whole sample, i.e. instead of being computed separately for the ‘s and the ‘s, and then (b) ... [Read more...]

Le Monde rank test

April 4, 2010 | xi'an

In the puzzle found in Le Monde of this weekend, the mathematical object behind the silly story is defined as a pseudo-Spearman rank correlation test statistic, where the difference between the ranks of the paired random variables and is in absolute value instead of being squared as in the Spearman ... [Read more...]

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