Download This PaperA Proof of Greiner's Equality
9 Pages Posted: 5 Jul 2017
Date Written: August 26, 2016
Abstract
The aim of this paper is to prove Greiner's equality which describes the relation between Kendall's tau and Pearson's rho in the case of random variables following a bivariate Gaussian distribution.
Keywords: Greiner's Equality, Kendall's Tau, Pearson's Rho, Gaussian Distribution
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Suggested Citation: Suggested Citation
Berger, Daniel, A Proof of Greiner's Equality (August 26, 2016). Available at SSRN: https://ssrn.com/abstract=2830471 or http://dx.doi.org/10.2139/ssrn.2830471
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