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| Korelacja rangowa Tau Kendalla× | Współczynnik korelacji rang Spearmana× | |
|---|---|---|
| Dziedzina | Statystyka | Statystyka |
| Rodzina | Hypothesis test | Hypothesis test |
| Rok powstania≠ | 1938 | 1904 |
| Twórca≠ | Maurice G. Kendall | Charles Spearman |
| Typ≠ | Nonparametric rank correlation | Nonparametric rank-based correlation |
| Źródło pierwotne≠ | 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 ↗ |
| Inne nazwy≠ | Kendall tau, Kendall rank correlation, tau-b, tau-c | Spearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu |
| Pokrewne | 4 | 4 |
| Podsumowanie≠ | 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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