Tootfinder

This https://arxiv.org/abs/2506.06056 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

On Rank Correlation Coefficients
In the present paper, we propose a new rank correlation coefficient $r_n$, which is a sample analogue of the theoretical correlation coefficient $r$, which, in turn, was proposed in the recent work of Stepanov (2025b). We discuss the properties of $r_n$ and compare $r_n$ with known rank Spearman $ρ_{S,n}$, Kendall $τ_n$ and sample Pearson $ρ_n$ correlation coefficients. Simulation experiments show that when the relationship between $X$ and $Y$ is not close to linear, $r_n$ performs better th…

On Rank Correlation Coefficients
Alexei Stepanov
https://arxiv.org/abs/2506.06056 https://arxiv.org/pdf/2506.06056

On Rank Correlation Coefficients
In the present paper, we propose a new rank correlation coefficient $r_n$, which is a sample analogue of the theoretical correlation coefficient $r$, which, in turn, was proposed in the recent work of Stepanov (2025b). We discuss the properties of $r_n$ and compare $r_n$ with known rank Spearman $ρ_{S,n}$, Kendall $τ_n$ and sample Pearson $ρ_n$ correlation coefficients. Simulation experiments show that when the relationship between $X$ and $Y$ is not close to linear, $r_n$ performs better th…