Rank correlation
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In statistics, rank correlation is the study of relationships between different rankings on the same set of items. A rank correlation coefficient measures the correspondence between two rankings and assesses its significance.
[edit] Correlation coefficients
Two of the more popular rank correlation statistics are
- Spearman's rank correlation coefficient (Spearman's ρ)
- Kendall's tau rank correlation coefficient (Kendall's τ)
An increasing rank correlation coefficient implies increasing agreement between rankings. The coefficient is inside the interval [-1,1] and assumes the value:
- -1 if the disagreement between the two rankings is perfect; one ranking is the reverse of the other.
- 0 if the rankings are completely independent.
- 1 if the agreement between the two rankings is perfect; the two rankings are the same.
[edit] See also
[edit] Reference
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- Everitt , B.S. (2002) The Cambridge Dictionary of Statistics, CUP. ISBN 0-521-81099-x
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