spearman_var_independent {corTESTsrd} | R Documentation |
Asymptotic variance of estimator of Spearman's Rho between independent iid random variables
Description
Calculates the asymptotic variance of the estimator of Spearman's Rho between iid observations of independent random variables. The expression comes from the asymptotic normal distribution of the estimator, see e.g. equation 3.13 in chapter 11 of Gibbons and Chakraborti (2003).
Usage
spearman_var_independent(n)
Arguments
n |
number of observations, should be integer bigger than 0. |
Value
Asymptotic variance of estimator.
References
J. D. Gibbons, and S. Chakraborti, Nonparametric statistical inference (4th Edition). CRC press, 2003.
Examples
spearman_var_independent(n=50)
[Package corTESTsrd version 1.0-0 Index]