3
$\begingroup$

I have two samples $ X_1,\cdots,X_n $ and $ Y_1, \cdots, Y_n $, and would like to re-order them so that they have a pre-specified value of rank correlation such as Kendall's tau.

I do know that there are many ways to generate two samples that have a specific Pearson's correlation coefficient, but don't know whether there is a way to do this about Kendall's tau.

Improve this question
$\endgroup$
1
  • $\begingroup$ I answered a generalization of this question at stats.stackexchange.com/questions/3961, but I suspect for your special case their might exist better solutions. $\endgroup$
    – whuber ♦
    Commented Apr 23, 2014 at 18:49

0

Reset to default

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Browse other questions tagged or ask your own question.