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Rank correlation inequalities with ties and missing data

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  • Loukas, Sotiris
  • Papaioannou, Takis

Abstract

The inequality on the sum of the absolute values of rank differences associated with Spearman's footrule, which was established in Papaioannou and Loukas (1984), is shown to hold when ties are present in both rankings. The same result is established numerically for the sum of squares of rank differences associated with Spearman's rank correlation coefficient, when ties are present in both rankings.

Suggested Citation

  • Loukas, Sotiris & Papaioannou, Takis, 1991. "Rank correlation inequalities with ties and missing data," Statistics & Probability Letters, Elsevier, vol. 11(1), pages 53-56, January.
    • Handle: RePEc:eee:stapro:v:11:y:1991:i:1:p:53-56
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