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https://doi.org/10.1080/01621459.1975.10479886
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Cite Publication Date: Jun 1, 1975 |
Affiliation: Worcester Polytechnic Institute
Abstract This article obtains the average effect on the estimator of Kendall's rank correlation coefficient when extreme pairs are removed from a sample. Formulas, which are functions of Sterling numbers of the second kind, are derived for this bias. The exact bias, and an approximation, are tabulated for n = 3(1) 19.
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