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Kendallovo Tau korelační koeficient pořadí×Spearmanův koeficient pořadové korelace×
OborStatistikaStatistika
RodinaHypothesis testHypothesis test
Rok vzniku19381904
TvůrceMaurice G. KendallCharles Spearman
TypRank-based association measureNonparametric rank-based correlation
Původní zdrojKendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1–2), 81–93. DOI ↗Spearman, C. (1904). The proof and measurement of association between two things. The American Journal of Psychology, 15, 72–101. DOI ↗
Další názvyKendall's tau, Kendall tau-b, tau correlation, Kendall Tau KorelasyonuSpearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu
Příbuzné44
ShrnutíKendall Tau is a nonparametric rank correlation coefficient introduced by Maurice G. Kendall in 1938 to measure the strength and direction of a monotone association between two ordinal or continuous variables. It is particularly suited to small samples and datasets containing many tied ranks, where the Spearman coefficient can be less stable.The Spearman rank correlation coefficient (ρ) is a nonparametric measure of the monotonic association between two variables. Introduced by Charles Spearman in 1904, it converts raw observations to ranks and measures how consistently one variable increases as the other increases, without assuming a normal distribution or a linear relationship.
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ScholarGatePorovnat metody: Kendall Tau Correlation · Spearman Correlation. Získáno 2026-06-18 z https://scholargate.app/cs/compare