Kendall's [tau] is equal to the correlation coefficient for the BVE distribution

Michael D. deB. Edwardes

Statistics & Probability Letters, 1993, vol. 17, issue 5, 415-419

Abstract: For the BVE (BiVariate Exponential) distribution, defined and explained by Marshall and Olkin (1967), the population Kendall's [tau] (1948), which is the probability of concordance minus the probability of discordance for a bivariate distribution, is shown to be equal to the population correlation coefficient. Moreover, Kendall's t statistic is superior to Pearson's r for estimating the BVE correlation. Some other bivariate distributions, due to Gumbel, Morgenstern and Freund, are also considered.

Keywords: Bivariate; BVE; concordance; correlation; coefficient; exponential; measures; of; association (search for similar items in EconPapers)
Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(93)90264-J
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:17:y:1993:i:5:p:415-419

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().