© 1969 by Biometrika Trust
MISCELLANEA |
The performance of some tests of independence for contingency-type bivariate distributions
University of Hull
Plackett (1965) has given a family of contingency-type bivariate distributions. We examine the Pitman efficiency of some tests of independence against alternatives of this kind. We find that the tests based on Spearman's rank correlation coefficient rs, Kendall's coefficient and on certain other measures are asymptotically equivalent. The asymptotic relative efficiency (ARE) of rS, relative to the ordinary correlation coefficient, is greater than or equal to 1. An example is constructed to show that the ARE can approach infinity. The ARE of RS compared to the coefficient of contingency is found to be 0-56.