Let (S1, ... , Sn ) be a vector of ranks that is uniformly distributed over the set of all n! permutations of (1, 2, ... , n). Show that the joint marginal probability distribution of (Si , Sj), for i ≠ j = 1, ... , n, is given by
Use this fact to show that cov(Si , Sj) = -(n + 1)/12, for i ≠ j = 1, ... , n.