论文信息 - The distribution of the Theil U-statistic in bivariate normal populations

The distribution of the Theil U-statistic in bivariate normal populations

Abstract This note provides an exact finite sample distribution for the Theil (1966) U-statistic in correlated bivariate normal populations. The type II error rate using the F-distribution is shown to increase with the square of the correlation coefficient.

Bruce Mizrach | Bruce Mizrach

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