MathLiveSpearman's rank correlation coefficient
Measures the strength and direction of a monotonic relationship between two variables by computing the Pearson correlation of their ranks. It is used when data are ordinal or when the relationship is not assumed to be linear.
r_s = \frac{\operatorname{cov}(\operatorname{rg}_X,\operatorname{rg}_Y)}{\sigma_{\operatorname{rg}_X}\sigma_{\operatorname{rg}_Y}}What the symbols mean
| Spearman's rank correlation coefficient, dimensionless, ranging from -1 to 1 | |
| rank of the values of variable X | |
| rank of the values of variable Y | |
| covariance of the two rank variables | |
| standard deviation of the ranks of X | |
| standard deviation of the ranks of Y |
About this formula
- FieldStatistics
- TopicCorrelation and regression
- LevelUniversity
- Also calledSpearman's correlation coefficient, Spearman correlation coefficient, Spearman rho, rank correlation formula, nonparametric correlation
- SourceWikidata Q1126730
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