Fast Computation of the Exact Null Distribution of Spearman's and Page's L Statistic for Samples with and without Ties
نویسنده
چکیده
We present a new algorithm for computing the exact null distribution of the Spearman rank correlation statistic , which also works in the case of ties. The algorithm is based on symmetries in the representation of the probability generating function as a permanent with monomial entries. We present new critical values for sample sizes 19 n 22. Finally, we show how to derive the exact null distribution of Page's L statistic from the null distribution of .
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تاریخ انتشار 1998