The Independent Pairs Assumption in Hypothesis Tests Based on Rank Correlation Coefficients

Authors
Keller-McNulty, Sallie McNulty, Mark
Citation
Keller-mcnulty, Sallie et Mcnulty, Mark, The Independent Pairs Assumption in Hypothesis Tests Based on Rank Correlation Coefficients, American statistician , 41(1), 1987, pp. 40-41
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
41
Issue
1
Year of publication
1987
Pages
40 - 41
Database
ACNP
SICI code
Abstract
A simple example and a computer simulation study are given to illustrate the inflation that can occur in the Type I error when the independent pairs assumption is violated for hypothesis tests based on rank correlation coefficients.The specific types of random variables considered are those that arise from random walk, moving average, and autoregressive processes.