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rank correlation coefficient


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A non-parametric measure of the extent to which two variables are related. The original data may be ranks, or measurements that are converted to ranks. For example, in a flower show, six sunflower exhibits (A–F) might be given the ranks 1, 3, 2, 5, 6, and 4. If the heights of these exhibits are 2.4, 1.9, 2.2, 1.8, 1.85, and 2.0 m then we might suppose that the heights affected the judge's ranking, since on converting the heights to ranks we get a similar pattern to the judge's ranks: An attraction of using a rank correlation coefficient is that the calculations are simple. Commonly used coefficients are Spearman's rho and Kendall's tau.

Subjects: Mathematics.


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