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    Spearman Rank Correlation Coefficient

    Alternate name
    Definition

    The Spearman rank correlation coefficient, also known as Spearman's rho, is a nonparametric (distribution-free) rank statistic proposed by Spearman in 1904 as a measure of the strength of the associations between two variables. The Spearman rank correlation coefficient can be used to give an R-estimate, and is a measure of monotone association that is used when the distribution of the data make Pearson's correlation coefficient undesirable or misleading.

    Associated person

    Charles Spearman

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