EXTENDED PROOF OF SOME RESULTS CONCERNING THE FINITE NULL DISTRIBUTION OF A RANK CORRELATION MEASURE
The finite null expectation and variance of a rank correlation measure proposed by Borroni and Zenga [2] are considered. A formal proof of their expressions was never provided, even if some partial results were published in a technical report (Borroni [1]), which had a limited circulation. This paper aims at filling this gap by reporting a detailed proof.
nonparametric tests, rank methods, finite distributions.
