General Studies · Non-Parametric Tests
Let (X1, Y1), (X2, Y2), ..., (Xn, Yn) be i.i.d. observations from a continuous bivariate distribution. Let Ri be the rank of Xi among the X observations and Si be the rank of Yi among the Y observations. Let Spearman's statistic for testing independence between X and Y observations be denoted by T. Which of the following is true when X and Y are independent?
Verified Solution4 OptionsUpdated: October 2026👁️1 View
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- 1T ≤ 0
- 2Var(T) = 1
- 3E(T) = 0✓
- 4E(T) = 1
Correct answer
E(T) = 0
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