The Annals of Statistics

An Ordering for Positive Dependence

B. F. Schriever

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Abstract

In this paper we introduce a partial ordering for positive dependent bivariate distributions. Our main result shows that tests of independence based on rank statistics such as Spearman's rho, Kendall's tau, Fisher-Yates' normal score statistic, van der Waerden's statistic and the quadrant statistic become more powerful under increasing positive dependence. In other words, these measures of positive dependence preserve the ordering stochastically in samples whenever it is present between underlying distributions.

Article information

Source
Ann. Statist. Volume 15, Number 3 (1987), 1208-1214.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aos/1176350500

Digital Object Identifier
doi:10.1214/aos/1176350500

Mathematical Reviews number (MathSciNet)
MR902253

Zentralblatt MATH identifier
0631.62068

JSTOR
links.jstor.org

Subjects
Primary: 62H99: None of the above, but in this section
Secondary: 62H20: Measures of association (correlation, canonical correlation, etc.)

Keywords
Positive bivariate dependence more associated more concordant rank tests of independence

Citation

Schriever, B. F. An Ordering for Positive Dependence. Ann. Statist. 15 (1987), no. 3, 1208--1214. doi:10.1214/aos/1176350500. http://projecteuclid.org/euclid.aos/1176350500.


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