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ケンドール順位相関係数×スペルマン順位相関係数×
分野統計学統計学
系統Hypothesis testHypothesis test
提唱年19381904
提唱者Maurice G. KendallCharles Spearman
種類Rank-based association measureNonparametric rank-based correlation
原典Kendall, 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 ↗
別名Kendall's tau, Kendall tau-b, tau correlation, Kendall Tau KorelasyonuSpearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu
関連44
概要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.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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ScholarGate手法を比較: Kendall Tau Correlation · Spearman Correlation. 2026-06-18に以下より取得 https://scholargate.app/ja/compare