Abstract:
To measure the independence of two random variables,τ
* is proposed based on well-known Kendall’s τ correlation coeffcient,which is Bergsma-Dassios sign covariance.In this paper,a method for calculating the exact distribution of
t*,the empirical version of τ
*,is given by using the red-black tree algorithm in the self-balancing binary search tree.Furthermore,by using the exact distribution of
t* when
n=4,5,6,7,the exact variance of the projection of the kernel function of
t* can be calculated without solving the algebraic representation of the projection of the kernel function of
t*.Meanwhile,we utilized
t* and its exact variance to further investigate the hypothesis testing problem of examining the independence between two random variables.Finally,the simulation result verifies the accuracy of the exact distribution of
t* when
n=4,5,6,7 and the validity of the hypothesis test.