Question: ) (Integral form for Kendall's T) For continuous independent bivariate random vectors (X1, Y1) and (X2, Y2) with the same distribution function, Kendall's 7 can

 ) (Integral form for Kendall's T) For continuous independent bivariate random

) (Integral form for Kendall's T) For continuous independent bivariate random vectors (X1, Y1) and (X2, Y2) with the same distribution function, Kendall's 7 can be defined as T = Pr[(X1 - X2) (Y1 - Y2) > 0] - P[(X1 - X2) (Y1 - Y2) 0] - 1 = 4 R2 F(x, y)dF(x, y) - 1 where the cumulative distribution function F(x, y) = P(X.

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