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ケンドールの順位相関係数 (Kendall's Tau Rank Correlation)×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Nonparametric rank correlationNonparametric 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 tau, Kendall rank correlation, tau-b, tau-cSpearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu
関連44
概要Kendall's tau is a nonparametric measure of the ordinal association between two variables. It quantifies how consistently the relative ordering of one variable matches the ordering of another across all observation pairs, making it robust to outliers and suitable for ordinal or non-normally distributed data.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's tau · Spearman Correlation. 2026-06-18に以下より取得 https://scholargate.app/ja/compare