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On approximate confidence intervals for measures of concordance
Authors:Albert D Palachek  William R Schucany
Institution:(1) University of Cincinnati, USA;(2) Department of Statistics, Southern Methodist University, 75275 Dallas, TX
Abstract:The use ofU-statistics based on rank correlation coefficients in estimating the strength of concordance among a group of rankers is examined for cases where the null hypothesis of random rankings is not tenable. The studentizedU-statistics is asymptotically distribution-free, and the Student-t approximation is used for small and moderate sized samples. An approximate confidence interval is constructed for the strength of concordance. Monte Carlo results indicate that the Student-t approximation can be improved by estimating the degrees of freedom.Research partially supported on ONR Contract N00014-82-K-0207.
Keywords:Concordance  confidence intervals  jackknife  rank correlation  U-Statistics
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