diff --git a/docs/statlab_corr_tau.rst b/docs/statlab_corr_tau.rst index 8648d399..20cc3952 100644 --- a/docs/statlab_corr_tau.rst +++ b/docs/statlab_corr_tau.rst @@ -59,8 +59,8 @@ Let :math:`(Y_{i1}, Y_{i2})` be a pair of random variables corresponding to the - :math:`Y_{n2}` Let :math:`Z_{ij1} \equiv sign(Y_{i1}-Y_{j1})`, :math:`Z_{ij2} \equiv sign(Y_{i2}-Y_{j2})`, -:math:`c = \sum_{i=1}^n \sum_{j < n} I(Z_{ij1}Z_{ij2}=1)`, -:math:`d = \sum_{i=1}^n \sum_{j < n} I(Z_{ij1}Z_{ij2}=-1)` +:math:`c = \sum_{i=1}^n \sum_{j < i} I(Z_{ij1}Z_{ij2}=1)`, +:math:`d = \sum_{i=1}^n \sum_{j < i} I(Z_{ij1}Z_{ij2}=-1)` and :math:`t = \frac{n(n-1)}{2}`. The coefficient :math:`\tau` (tau-a) can be calculated as @@ -85,6 +85,9 @@ Under independent sample assumption, we know that :math:`Var(Z_{ij1})=Var(Z_{ij2})=1-\frac{1}{n}`. From :eq:`eq_tau2`, we can see that :math:`\tau` is a rank correlation coefficient. +If there are no ties, the maximum value of :eq:`eq_tau1` becomes less then 1. +Consider the scenario that there are :math:`n_{t1}` ties in :math:`\{Y_{i1}\}`, +and there are :math:`n_{t2}` ties in :math:`\{Y_{i2}\}`. *************