Kendall’s Tau-b Correlation Tests (Simulation)
ثبت نشده
چکیده
2. Generate a random sample of points (X, Y) from the bivariate distribution specified by the alternative hypothesis. Calculate the test statistic from the simulated data and determine if the null hypothesis is accepted or rejected. These samples are used to calculate the power of the test. In the case of paired data, the individual values are simulated are constructed so that they exhibit the specified amount of correlation.
منابع مشابه
Interval estimation for bivariate t-copulas via Kendall’s tau
Copula models have been popular in risk management. Due to the properties of asymptotic dependence and easy simulation, the t-copula has often been employed in practice. A computationally simple estimation procedure for the t-copula is to first estimate the linear correlation via Kendall’s tau estimator and then to estimate the parameter of the number of degrees of freedom by maximizing the pse...
متن کاملA Comparison of Correlation Coefficients via a Three-Step Bootstrap Approach
In this paper we compare ten correlation coefficients using a three-step bootstrap approach (TSB). A three-step bootstrap is applied to determine the optimal repetitions, B, to estimate the standard error of the statistic with certain degree of accuracy. The coefficients in question are Pearson product moment (r), Spearman’s rho (ρ), Kendall’s tau (τ) , Spearman’s Footrule (Ft), Symmetric Footr...
متن کاملImproving the estimation of Kendall's tau when censoring affects only one of the variables
This paper considers the estimation of Kendall’s tau for bivariate data (X, Y )when onlyY is subject to right-censoring.Although is estimable under weak regularity conditions, the estimators proposed by Brown et al. [1974. Nonparametric tests of independence for censored data, with applications to heart transplant studies. Reliability and Biometry, 327–354], Weier and Basu [1980. An investigati...
متن کاملGraphing Kendall's tau
Correlation is an important and widely used concept, and it is usually taught through word explanation or graphic description accompaniedwith a numericmeasure if such ameasure exists. In this note, we explore graphing one of the commonly used correlation measures, Kendall’s , in such a way that we display how Kendall’s is calculated and see how Kendall’s is influenced by data features. © 2006 E...
متن کاملSimulation-based Approaches for Privacy Preservation
Privacy preservation is a fundamental issue in data mining and knowledge discovery. The primary objective of privacy preservation is to protect an individual’s confidential information in released data sets. In recent years, several simulation-based approaches for privacy preservation have been proposed. The idea is to generate a synthetic data set with the constraint that the probability distr...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2014