SPEARMAN'S FOOTRULE - AN ALTERNATIVE RANK STATISTIC
Abstract:
A known but neglected rank statistic - Spearmans Footrule - is examined. Formulas are given for its mean and variance and the covariance with better known rank statistics. A very thorough numerical description is given, including the exact sampling distributions for up to ten ranks when all permutations are equally likely and approximate results up to twenty. The statistic appears to be asymptotically normal but this has not been proven. There are numerous applications for this statistic in non-parametric testing, but they are not discussed in this report.
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Collection: TR