Advances and Applications in Statistics
Volume 31, Issue 2, Pages 125 - 152
(December 2012)
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EXTENDED PROOF OF SOME RESULTS CONCERNING THE FINITE NULL DISTRIBUTION OF A RANK CORRELATION MEASURE
Claudio Giovanni Borroni
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Abstract: 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. |
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