Spearmans rank correlation coefficient

  • label
    • Spearmans rank correlation coefficient
  • CMI-PB alternative term
    • spearman correlation
  • alternative term
    • Spearmans rho
  • definition
    • Spearmans rank correlation coefficient is a correlation coefficient which is a nonparametric measure of statistical dependence between two ranked variables. It assesses how well the relationship between two variables can be described using a monotonic function. If there are no repeated data , a perfect Spearman correlation of +1 or −1 occurs when each of the variables is a perfect monotone function of the other. ),), (( Spearmans coefficient may be used when the conditions for computing Pearsons correlation are not met (e.g linearity, normality of the 2 continuous variables) but may require a ranking transformation of the variables
  • definition source
    • http://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient
  • type
  • subclass of