...
| LaTeX Math Block |
|---|
|
\rho_sS(x,y) = \rho_p(rg(x),rg(y)) = 1 - \frac{6}{n(n^2-1)} \sum_i \big( rg(x_i)-rg(y_i) \big)^2 |
where
and
are the
ranks of elements
and
.
The Spearmen correlation coefficient is showing the accordance in data set variations: whether they grow and decline accordingly with no regard of the actual values of the variations.
See also
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Formal science / Mathematics / Statistics / Statistical correlation
[ Statistical correlation metrics @ review ] [ Pearson correlation ] [ Kendall correlation ] [ Fehner correlation ]
