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スペルマン順位相関係数×ケンドール順位相関係数×
分野統計学統計学
系統Hypothesis testHypothesis test
提唱年19041938
提唱者Charles SpearmanMaurice G. Kendall
種類Nonparametric rank-based correlationRank-based association measure
原典Spearman, 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 ↗
別名Spearman's rho, Spearman rank-order correlation, Spearman Sıra KorelasyonuKendall's tau, Kendall tau-b, tau correlation, Kendall Tau Korelasyonu
関連44
概要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.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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ScholarGate手法を比較: Spearman Correlation · Kendall Tau Correlation. 2026-06-18に以下より取得 https://scholargate.app/ja/compare