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  2. Spearman's rank correlation coefficient - Wikipedia

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

    The Spearman correlation coefficient is often described as being "nonparametric". This can have two meanings. First, a perfect Spearman correlation results when X and Y are related by any monotonic function. Contrast this with the Pearson correlation, which only gives a perfect value when X and Y are related by a linear function.

  3. Rank correlation - Wikipedia

    en.wikipedia.org/wiki/Rank_correlation

    Gene Glass (1965) noted that the rank-biserial can be derived from Spearman's . "One can derive a coefficient defined on X, the dichotomous variable, and Y, the ranking variable, which estimates Spearman's rho between X and Y in the same way that biserial r estimates Pearson's r between two normal variables” (p. 91). The rank-biserial ...

  4. Spearman's hypothesis - Wikipedia

    en.wikipedia.org/wiki/Spearman's_hypothesis

    Closely related to Spearman's hypothesis is the hypothesis that the magnitude of certain group differences correlates with within-group heritability estimates. Arthur Jensen and J. Phillippe Rushton , for example, reported in 2010 that the found psychometric meta-analytic correlation between g-loadings and heritability estimates was 1.

  5. 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.

  6. Kendall rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Kendall_rank_correlation...

    In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's τ coefficient (after the Greek letter τ, tau), is a statistic used to measure the ordinal association between two measured quantities.

  7. Correlation - Wikipedia

    en.wikipedia.org/wiki/Correlation

    Pearson/Spearman correlation coefficients between X and Y are shown when the two variables' ranges are unrestricted, and when the range of X is restricted to the interval (0,1). Most correlation measures are sensitive to the manner in which X and Y are sampled. Dependencies tend to be stronger if viewed over a wider range of values.

  8. Somers' D - Wikipedia

    en.wikipedia.org/wiki/Somers'_D

    In statistics, Somers’ D, sometimes incorrectly referred to as Somer’s D, is a measure of ordinal association between two possibly dependent random variables X and Y. ...

  9. Phi coefficient - Wikipedia

    en.wikipedia.org/wiki/Phi_coefficient

    In statistics, the phi coefficient (or mean square contingency coefficient and denoted by φ or r φ) is a measure of association for two binary variables.. In machine learning, it is known as the Matthews correlation coefficient (MCC) and used as a measure of the quality of binary (two-class) classifications, introduced by biochemist Brian W. Matthews in 1975.