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Spearmanův koeficient pořadové korelace×Kendallovo Tau korelační koeficient pořadí×
OborStatistikaStatistika
RodinaHypothesis testHypothesis test
Rok vzniku19041938
TvůrceCharles SpearmanMaurice G. Kendall
TypNonparametric rank-based correlationRank-based association measure
Původní zdrojSpearman, C. (1904). The proof and measurement of association between two things. The American Journal of Psychology, 15, 72–101. DOI ↗Kendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1–2), 81–93. DOI ↗
Další názvySpearman's rho, Spearman rank-order correlation, Spearman Sıra KorelasyonuKendall's tau, Kendall tau-b, tau correlation, Kendall Tau Korelasyonu
Příbuzné44
ShrnutíThe 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.Kendall 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.
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ScholarGatePorovnat metody: Spearman Correlation · Kendall Tau Correlation. Získáno 2026-06-18 z https://scholargate.app/cs/compare