A counterexample to a conjecture of Hutchinson and Lai [Un contre-exemple à une conjecture de Hutchinson et Lai]

摘要

In 1990, Hutchinson and Lai conjectured that if a random pair (X, Y) is stochastically increasing in X and Y, then Spearman's rho and Kendall's tau are such that 1 + 3 τ ≤ (ρ + 1)~2. This conjecture is disproved.