A counterexample to a conjecture of Hutchinson and Lai

作者:Munroe Patrick*; Ransford Thomas; Genest Christian
来源:Comptes Rendus Mathematique, 2010, 348(5-6): 305-310.
DOI:10.1016/j.crma.2010.01.026

摘要

In 1990, Hutchinson and Lai conjectured that if a random pair (X, Y) is stochastically increasing in X and Y, then Spearman's rho and Kendall's tau are such that 1 + 3 tau <= (rho + 1)(2). This conjecture is disproved.

  • 出版日期2010-3