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Coefficient de corrélation de rang de Spearman×Corrélation de rang de Tau de Kendall×
DomaineStatistiqueStatistique
FamilleHypothesis testHypothesis test
Année d'origine19041938
Auteur d'origineCharles SpearmanMaurice G. Kendall
TypeNonparametric rank-based correlationRank-based association measure
Source fondatriceSpearman, 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 ↗
AliasSpearman's rho, Spearman rank-order correlation, Spearman Sıra KorelasyonuKendall's tau, Kendall tau-b, tau correlation, Kendall Tau Korelasyonu
Apparentées44
RésuméThe 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.
ScholarGateJeu de données
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ScholarGateComparer des méthodes: Spearman Correlation · Kendall Tau Correlation. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare