StatsInvTopDownCDF

StatsInvTopDownCDF (cdf, N)

The StatsInvTopDownCDF function returns the inverse cumulative distribution function for the top-down distribution. For 3<=N <=7 it uses a lookup table CDF and returns the next higher value of r for which the distribution value is larger than cdf. For 8<=N <=50 it returns the nearest value for which the built-in distribution returns cdf. For N >50 it returns the scaled normal approximation.

Tabulated values are from Iman and Conover who pick as the critical value the very first transition of the distribution following the specified cdf value. These tabulated values tend to be slightly higher than calculated values for 7<N <15

References

Iman, R.L., and W.J. Conover, A measure of top-down correlation, Technometrics, 29, 351-357, 1987.

See Also

Statistical Analysis, StatsRankCorrelationTest, StatsTopDownCDF