Sep 21, 2017 term paper 2

SUPPOSE THAT X IS UNIFORM(0,1) AND Y^2. THEN THE SPEARMAN RANK CORRELATION AND THE KENDALL’S…

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Suppose that X is Uniform(0,1) and Y^2. Then the Spearman rank correlation and the Kendall’s tau between X and Y will both equal 1, but the Pearson correlation between X and Y will be less than 1. Explain why.


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