International Scholarly Research Notices

Research Article

On the Relationship between Pearson Correlation Coefficient and Kendall’s Tau under Bivariate Homogeneous Shock Model

Table 1

𝑟 𝜏 𝑟 / 𝜏 2 𝑟 − 3 𝜏
Case 10.39840.33121.2032−0.1966
Case 20.17740.17880.9919−0.1817
Case 30.58010.42711.3581−0.1212
Case 40.62080.39241.58210.0644
Case 50.11000.17880.6151−0.3165