Re: Relationship between Pearson rho and Kendall tau

On Jun 30, 1:48 pm, "Schizoid Man" <sc...@xxxxxxxxxxxxxxxx> wrote:
Hello,

Does the following relationship always hold, or are there are specific
conditions that they need to be applied under?
tau = 2 * arcsin (rho) / pi

Thanks,
Schiz

In a bivariate normal population in which the Pearson correlation
is rho, the expected value of a sample tau is arcsin(rho)/(pi/2).
.

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