A Simplified Derivation of the Variance of Kendall's Rank Correlation Coefficient

Authors
Valz, Paul D. McLeod, A. Ian
Citation
D. Valz, Paul et Mcleod, A. Ian, A Simplified Derivation of the Variance of Kendall's Rank Correlation Coefficient, American statistician , 44(1), 1990, pp. 39-40
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
44
Issue
1
Year of publication
1990
Pages
39 - 40
Database
ACNP
SICI code
Abstract
In this article, a short and simple derivation of the variance of Kendall's rank correlation coefficient, , is presented by making use of the inversion vector.