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Kendall's Tau Rank Correlation×스피어만 순위 상관 계수×
분야통계학통계학
계열Hypothesis testHypothesis test
기원 연도19381904
창시자Maurice G. KendallCharles Spearman
유형Nonparametric rank correlationNonparametric rank-based correlation
원전Kendall, 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 ↗
별칭Kendall tau, Kendall rank correlation, tau-b, tau-cSpearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu
관련44
요약Kendall'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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