In article <[EMAIL PROTECTED]>, George MacKenzie <[EMAIL PROTECTED]> wrote:
>If your Spearman's correlation matrix is positive semi-definite, you >can always construct a joint distribution with those correlations and >your specified marginals. The Spearman correlation matrix must be positive semi-definite. However, there are restrictions on a positive semi-definite matrix being a matrix of Spearman correlations. -- This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399 [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
