coefficient of rank correlation

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• Rank correlation — In statistics, rank correlation is the study of relationships between different rankings on the same set of items. It measures the correspondence between two rankings and assesses its significance. Correlation coefficientsTwo of the more popular… …   Wikipedia

• rank correlation coefficient — the correlation coefficient of two variables calculated after ranks have been substituted for actual values. See also Kendall rank correlation c. and Spearman rank correlation c …   Medical dictionary

• Spearman's rank correlation coefficient — In statistics, Spearman s rank correlation coefficient or Spearman s rho, named after Charles Spearman and often denoted by the Greek letter ho (rho) or as r s, is a non parametric measure of correlation ndash; that is, it assesses how well an… …   Wikipedia

• Kendall tau rank correlation coefficient — The Kendall tau rank correlation coefficient (or simply the Kendall tau coefficient, Kendall s tau; or tau test(s)) is a non parametric statistic used to measure the degree of correspondence between two rankings and assessing the significance of… …   Wikipedia

• Spearman rank correlation coefficient — a rank correlation coefficient used when both variables represent ordinal data in an unlimited ranking, such as class standing, so that each sample is assigned a unique rank. Symbol rs. Called also Spearman rho. Cf. Kendall rank correlation c …   Medical dictionary

• Kendall rank correlation coefficient — a rank correlation coefficient used when both variables represent ordinal data in a limited number of grades, such as the categories none, mild, moderate, and severe, so that multiple samples can be assigned to each grade; called also Kendall tau …   Medical dictionary

• Kendall rank correlation coefficient (tau) — Ken·dall rank correlation coefficient (tau) (kenґdəl) [Maurice George Kendall, British statistician, 1907–1983] see under coefficient …   Medical dictionary

• Spearman rank correlation coefficient (rho) — Spear·man rank correlation coefficient (rho) (spērґmən) [Charles Edward Spearman, British psychologist, 1863–1945] see under coefficient …   Medical dictionary

• Correlation and dependence — This article is about correlation and dependence in statistical data. For other uses, see correlation (disambiguation). In statistics, dependence refers to any statistical relationship between two random variables or two sets of data. Correlation …   Wikipedia

• Correlation coefficient — may refer to: Pearson product moment correlation coefficient, also known as r, R, or Pearson s r, a measure of the strength of the linear relationship between two variables that is defined in terms of the (sample) covariance of the variables… …   Wikipedia

• Kendall rank correlation — noun a nonparametric measure of the agreement between two rankings • Syn: ↑tau coefficient of correlation, ↑Kendall s tau • Topics: ↑statistics • Hypernyms: ↑Kendall test …   Useful english dictionary