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What is the parameter in Spearman's $\rho$
For Kendall's $\tau$ the parameter of interest is
$$E[\text{sign}(X_1-X_2)\text{sign}(Y_1-Y_2)]$$
where $(X_1,Y_1),(X_2,Y_2)$ are iid copies of $(X,Y)$.
The estimator is the famous Kendall's tau
But ...
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2
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Tests significative with parametric calculations and non-significative with non-parametric ones! [duplicate]
Possible Duplicate:
Comparing smoke and hormones level in two groups of people. Which test?
I'm analyzing some data for an article about hormones concentrations and smoking.
I was unsure whether ...
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