Rank correlation in a singly truncated bivariate normal distribution

Considerable attention has been devoted to the rank correlation coefficients of Spearman and Kendall, denoted by r_S and r_K respectively. These coefficients were first proposed as measures of association between two groupings, requiring no assumptions on the parent distribution of the observations. Later work considered the distributions of r_S and r_K when the parent distribution is the bivariate normal. This study is an investigation of the moments and related properties of Spearman's r_S and Kendall's r_K when the underlying distribution is the singly truncated bivariate normal.