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单词 Spearman rank correlation
释义

Spearman rank correlation

中文百科

斯皮尔曼等级相关系数 Spearman's rank correlation coefficient

（重定向自Spearman rank correlation）
斯皮尔曼等级相关系数为1表明两个被比较的变量是相关的，即使它们之间的关系并非线性的。 相较而言, 它并未给出完整的皮尔逊相关系数。
当数据大致分布并没有明显的离群点，皮尔逊相关系数的值和斯皮尔曼相关系数的值是相似的。
对样本中的显着离群点，斯皮尔曼相关系数比皮尔逊相关系数不敏感。
正的斯皮尔曼相关系数反应两个变量 X 和 Y 单调递增的趋势。

在 统计学中, 以查尔斯·斯皮尔曼命名的斯皮尔曼等级相关系数， 经常用希腊字母 \rho (rho) 或者 r_s表示。 它是衡量两个变量的依赖性的 非参数 指标。 它利用单调方程评价两个统计变量的相关性。 如果数据中没有重复值， 并且当两个变量完全单调相关时，斯皮尔曼相关系数则为 +1 或 −1 。

英语百科

Spearman's rank correlation coefficient 斯皮尔曼等级相关系数

（重定向自Spearman rank correlation）
A Spearman correlation of 1 results when the two variables being compared are monotonically related, even if their relationship is not linear. This means that all data-points with greater x-values than that of a given data-point will have greater y-values as well. In contrast, this does not give a perfect Pearson correlation.
When the data are roughly elliptically distributed and there are no prominent outliers, the Spearman correlation and Pearson correlation give similar values.
The Spearman correlation is less sensitive than the Pearson correlation to strong outliers that are in the tails of both samples. That is because Spearman's rho limits the outlier to the value of its rank.
A positive Spearman correlation coefficient corresponds to an increasing monotonic trend between X and Y.

In statistics, Spearman's rank correlation coefficient or Spearman's rho, named after Charles Spearman and often denoted by the Greek letter \rho (rho) or as r_s, is a nonparametric measure of statistical dependence between two variables. It assesses how well the relationship between two variables can be described using a monotonic function. If there are no repeated data values, a perfect Spearman correlation of +1 or −1 occurs when each of the variables is a perfect monotone function of the other.
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更新时间：2025/6/24 3:18:00