Rank correlation - Wikipedia
https://en.wikipedia.org/wiki/Rank_correlationKendall 1970 showed that his (tau) and Spearman's (rho) are particular cases of a general correlation coefficient. Suppose we have a set of objects, which are being considered in relation to two properties, represented by and , forming the sets of values and . To any pair of individuals, say the -th and the -th we assign a -score, denoted by , and a -score, denoted by . The only requirement for these func…
Rank correlation - Wikipedia
en.wikipedia.org › wiki › Rank_correlationA rank correlation coefficient measures the degree of similarity between two rankings, and can be used to assess the significance of the relation between them. For example, two common nonparametric methods of significance that use rank correlation are the Mann–Whitney U test and the Wilcoxon signed-rank test .
Spearman's rank correlation coefficient - Wikipedia
en.wikipedia.org › wiki › Spearman&In statistics, Spearman's rank correlation coefficient or Spearman's ρ, named after Charles Spearman and often denoted by the Greek letter ρ {\displaystyle \rho } or as r s {\displaystyle r_{s}}, is a nonparametric measure of rank correlation. It assesses how well the relationship between two variables can be described using a monotonic function. The Spearman correlation between two variables is equal to the Pearson correlation between the rank values of those two variables; while Pearson ...