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Kendall Tau 秩相关×Spearman秩相关系数×
领域统计学统计学
方法族Hypothesis testHypothesis test
起源年份19381904
提出者Maurice G. KendallCharles Spearman
类型Rank-based association measureNonparametric rank-based correlation
开创性文献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 ↗
别名Kendall's tau, Kendall tau-b, tau correlation, Kendall Tau KorelasyonuSpearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu
相关44
摘要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.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方法对比: Kendall Tau Correlation · Spearman Correlation. 于 2026-06-18 检索自 https://scholargate.app/zh/compare