SPEARMAN'S FOOTRULE - AN ALTERNATIVE RANK STATISTIC
Abstract
A known but neglected rank statistic - Spearman's Footrule - is examined. Formulas are given for its mean and variance and the covariance with better known rank statistics. A very thorough numerical description is given, including the exact sampling distributions for up to ten ranks when all permutations are equally likely and approximate results up to twenty. The statistic appears to be asymptotically normal but this has not been proven. There are numerous applications for this statistic in non-parametric testing, but they are not discussed in this report.
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1962
- Accession Number
- AD0403502
Entities
People
- D. C. Kleinecke
- H. K. Ury
Organizations
- University of California, Berkeley