Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Робастная корреляция Пирсона× | Коэффициент ранговой корреляции Спирмена× | |
|---|---|---|
| Область | Статистика | Статистика |
| Семейство | Hypothesis test | Hypothesis test |
| Год появления≠ | 1970s–1990s | 1904 |
| Автор метода≠ | Rand R. Wilcox and predecessors in robust statistics | Charles Spearman |
| Тип≠ | Robust bivariate association measure | Nonparametric rank-based correlation |
| Основополагающий источник≠ | Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838 | Spearman, C. (1904). The proof and measurement of association between two things. The American Journal of Psychology, 15, 72–101. DOI ↗ |
| Другие названия≠ | winsorized correlation, percentage bend correlation, robust r, outlier-resistant correlation | Spearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu |
| Связанные≠ | 3 | 4 |
| Сводка≠ | The robust Pearson correlation is an outlier-resistant measure of linear association between two continuous variables. By applying Winsorizing, trimming, or percentage-bend transformations before computing the classic Pearson r, it retains the interpretability of a correlation coefficient while dramatically reducing the distortion caused by extreme values. | 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. |
| ScholarGateНабор данных ↗ |
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