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  2. Spearman's rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Spearman's_rank_correlation...

    If F(r) is the Fisher transformation of r, the sample Spearman rank correlation coefficient, and n is the sample size, then z = n − 3 1.06 F ( r ) {\displaystyle z={\sqrt {\frac {n-3}{1.06}}}F(r)} is a z -score for r , which approximately follows a standard normal distribution under the null hypothesis of statistical independence ( ρ = 0 ).

  3. Goodman and Kruskal's gamma - Wikipedia

    en.wikipedia.org/wiki/Goodman_and_Kruskal's_gamma

    In statistics, Goodman and Kruskal's gamma is a measure of rank correlation, i.e., the similarity of the orderings of the data when ranked by each of the quantities. It measures the strength of association of the cross tabulated data when both variables are measured at the ordinal level. It makes no adjustment for either table size or ties.

  4. Rank correlation - Wikipedia

    en.wikipedia.org/wiki/Rank_correlation

    A rank correlation coefficient measures the degree of similarity between two rankings, and can be used to assess the significance of the relation between them. For example, two common nonparametric methods of significance that use rank correlation are the Mann–Whitney U test and the Wilcoxon signed-rank test.

  5. Effect size - Wikipedia

    en.wikipedia.org/wiki/Effect_size

    In statistics, an effect size is a value measuring the strength of the relationship between two variables in a population, or a sample-based estimate of that quantity. It can refer to the value of a statistic calculated from a sample of data, the value of one parameter for a hypothetical population, or to the equation that operationalizes how statistics or parameters lead to the effect size ...

  6. Correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Correlation_coefficient

    A correlation coefficient is a numerical measure of some type of linear correlation, meaning a statistical relationship between two variables. [a] The variables may be two columns of a given data set of observations, often called a sample, or two components of a multivariate random variable with a known distribution. [citation needed]

  7. Kruskal–Wallis test - Wikipedia

    en.wikipedia.org/wiki/Kruskal–Wallis_test

    Then, a researcher might use sample contrasts between individual sample pairs, or post hoc tests using Dunn's test, which (1) properly employs the same rankings as the Kruskal–Wallis test, and (2) properly employs the pooled variance implied by the null hypothesis of the Kruskal–Wallis test in order to determine which of the sample pairs ...

  8. Talk:Spearman's rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Talk:Spearman's_rank...

    "In statistics, Spearman's rank correlation coefficient or Spearman's rho, named after Charles Spearman and often denoted by the Greek letter ρ (rho) or as rs, is a non-parametric measure of statistical dependence between two variables. It assesses how well the relationship between two variables can be described using a monotonic function.

  9. Multiple comparisons problem - Wikipedia

    en.wikipedia.org/wiki/Multiple_comparisons_problem

    The following table defines the possible outcomes when testing multiple null hypotheses. Suppose we have a number m of null hypotheses, denoted by: H 1, H 2, ..., H m. Using a statistical test, we reject the null hypothesis if the test is declared significant. We do not reject the null hypothesis if the test is non-significant.