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Association Measures under Generalized Marshall-Olkin Model

Jiantian Wang

Abstract


Spearman’s rho and Kendall’s tau are two commonly used association measures. Under the generalized Marshall-Olkin model, we derive their closed expressions, and based on the expressions, we study some classical inequalities between these two measures with mathematical elegance.

Keywords


Association measure, generalized Marshall-Olkin model, Hutchinson-Lai conjecture, Kendall’s tau, Spearman’s rho.

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