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Rank correlation - Wikipedia
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data-event-name="pinnable-header.vector-toc.pin">move to sidebar</button> <button class="vector-pinnable-header-toggle-button vector-pinnable-header-unpin-button" data-event-name="pinnable-header.vector-toc.unpin">hide</button> </div> <ul class="vector-toc-contents" id="mw-panel-toc-list"> <li id="toc-mw-content-text" class="vector-toc-list-item vector-toc-level-1"> <a href="#" class="vector-toc-link"> <div class="vector-toc-text">(Top)</div> </a> </li> <li id="toc-Context" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Context"> <div class="vector-toc-text"> <span class="vector-toc-numb">1</span> <span>Context</span> </div> </a> <ul id="toc-Context-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Correlation_coefficients" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Correlation_coefficients"> <div class="vector-toc-text"> <span class="vector-toc-numb">2</span> <span>Correlation coefficients</span> </div> </a> <ul id="toc-Correlation_coefficients-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-General_correlation_coefficient" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#General_correlation_coefficient"> <div class="vector-toc-text"> <span class="vector-toc-numb">3</span> <span>General correlation coefficient</span> </div> </a> <button aria-controls="toc-General_correlation_coefficient-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle General correlation coefficient subsection</span> </button> <ul id="toc-General_correlation_coefficient-sublist" class="vector-toc-list"> <li id="toc-Kendall's_τ_as_a_particular_case" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Kendall's_τ_as_a_particular_case"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.1</span> <span>Kendall's τ as a particular case</span> </div> </a> <ul id="toc-Kendall's_τ_as_a_particular_case-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Spearman’s_ρ_as_a_particular_case" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Spearman’s_ρ_as_a_particular_case"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.2</span> <span>Spearman’s ρ as a particular case</span> </div> </a> <ul id="toc-Spearman’s_ρ_as_a_particular_case-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Rank-biserial_correlation" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Rank-biserial_correlation"> <div class="vector-toc-text"> <span class="vector-toc-numb">4</span> <span>Rank-biserial correlation</span> </div> </a> <button 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<b>ordinal association</b> — the relationship between <a href="/wiki/Ranking" title="Ranking">rankings</a> of different <a href="/wiki/Ordinal_data" title="Ordinal data">ordinal</a> variables or different rankings of the same variable, where a "ranking" is the assignment of the ordering labels "first", "second", "third", etc. to different observations of a particular variable. A <b>rank correlation coefficient</b> measures the degree of similarity between two rankings, and can be used to assess the <a href="/wiki/Statistical_significance" title="Statistical significance">significance</a> of the relation between them. For example, two common <a href="/wiki/Nonparametric" class="mw-redirect" title="Nonparametric">nonparametric</a> methods of significance that use rank correlation are the <a href="/wiki/Mann%E2%80%93Whitney_U_test" title="Mann–Whitney U test">Mann–Whitney U test</a> and the <a href="/wiki/Wilcoxon_signed-rank_test" title="Wilcoxon signed-rank test">Wilcoxon signed-rank test</a>. </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Context">Context</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Rank_correlation&action=edit&section=1" title="Edit section: Context"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If, for example, one variable is the identity of a college basketball program and another variable is the identity of a college football program, one could test for a relationship between the poll rankings of the two types of program: do colleges with a higher-ranked basketball program tend to have a higher-ranked football program? A rank correlation coefficient can measure that relationship, and the measure of significance of the rank correlation coefficient can show whether the measured relationship is small enough to likely be a coincidence. </p><p>If there is only one variable, the identity of a college football program, but it is subject to two different poll rankings (say, one by coaches and one by sportswriters), then the similarity of the two different polls' rankings can be measured with a rank correlation coefficient. </p><p>As another example, in a <a href="/wiki/Contingency_table" title="Contingency table">contingency table</a> with <i>low income</i>, <i>medium income</i>, and <i>high income</i> in the row variable and educational level—<i>no high school</i>, <i>high school</i>, <i>university</i>—in the column variable),<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup> a rank correlation measures the relationship between income and educational level. </p> <div class="mw-heading mw-heading2"><h2 id="Correlation_coefficients">Correlation coefficients</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Rank_correlation&action=edit&section=2" title="Edit section: Correlation coefficients"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Some of the more popular rank <a href="/wiki/Correlation" title="Correlation">correlation</a> statistics include </p> <ol><li><a href="/wiki/Spearman%27s_rank_correlation_coefficient" title="Spearman's rank correlation coefficient">Spearman's <i>ρ</i></a></li> <li><a href="/wiki/Kendall%27s_tau_rank_correlation_coefficient" class="mw-redirect" title="Kendall's tau rank correlation coefficient">Kendall's <i>τ</i></a></li> <li><a href="/wiki/Goodman_and_Kruskal%27s_gamma" title="Goodman and Kruskal's gamma">Goodman and Kruskal's <i>γ</i></a></li> <li><a href="/wiki/Somers%27_D" title="Somers' D">Somers' <i>D</i></a></li></ol> <p>An increasing rank correlation <a href="/wiki/Coefficient" title="Coefficient">coefficient</a> implies increasing agreement between rankings. The coefficient is inside the interval [−1, 1] and assumes the value: </p> <ul><li>1 if the agreement between the two rankings is perfect; the two rankings are the same.</li> <li>0 if the rankings are completely independent.</li> <li>−1 if the disagreement between the two rankings is perfect; one ranking is the reverse of the other.</li></ul> <p>Following <a href="#CITEREFDiaconis1988">Diaconis (1988)</a>, a ranking can be seen as a <a href="/wiki/Permutation" title="Permutation">permutation</a> of a <a href="/wiki/Set_(mathematics)" title="Set (mathematics)">set</a> of objects. Thus we can look at observed rankings as data obtained when the sample space is (identified with) a <a href="/wiki/Symmetric_group" title="Symmetric group">symmetric group</a>. We can then introduce a <a href="/wiki/Metric_(mathematics)" class="mw-redirect" title="Metric (mathematics)">metric</a>, making the symmetric group into a <a href="/wiki/Metric_space" title="Metric space">metric space</a>. Different metrics will correspond to different rank correlations. </p> <div class="mw-heading mw-heading2"><h2 id="General_correlation_coefficient">General correlation coefficient</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Rank_correlation&action=edit&section=3" title="Edit section: General correlation coefficient"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Kendall 1970<sup id="cite_ref-kendall1970_2-0" class="reference"><a href="#cite_note-kendall1970-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup> showed that his <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \tau }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>τ<!-- τ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \tau }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/38a7dcde9730ef0853809fefc18d88771f95206c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.202ex; height:1.676ex;" alt="{\displaystyle \tau }"></span> (tau) and Spearman's <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \rho }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ρ<!-- ρ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \rho }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1f7d439671d1289b6a816e6af7a304be40608d64" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.202ex; height:2.176ex;" alt="{\displaystyle \rho }"></span> (rho) are particular cases of a general correlation coefficient. </p><p>Suppose we have a set of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span> objects, which are being considered in relation to two properties, represented by <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b8a6208ec717213d4317e666f1ae872e00620a0d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.155ex; height:2.009ex;" alt="{\displaystyle y}"></span>, forming the sets of values <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{x_{i}\}_{i\leq n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mo fence="false" stretchy="false">}</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>≤<!-- ≤ --></mo> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{x_{i}\}_{i\leq n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/22be29675611693d537b2697b41262ff57284583" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.519ex; height:2.843ex;" alt="{\displaystyle \{x_{i}\}_{i\leq n}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{y_{i}\}_{i\leq n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <msub> <mi>y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mo fence="false" stretchy="false">}</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>≤<!-- ≤ --></mo> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{y_{i}\}_{i\leq n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a46cfea321b64afb1cb5480aa324420926c09441" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.328ex; height:2.843ex;" alt="{\displaystyle \{y_{i}\}_{i\leq n}}"></span>. To any pair of individuals, say the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/add78d8608ad86e54951b8c8bd6c8d8416533d20" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.802ex; height:2.176ex;" alt="{\displaystyle i}"></span>-th and the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle j}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>j</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle j}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2f461e54f5c093e92a55547b9764291390f0b5d0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.027ex; width:0.985ex; height:2.509ex;" alt="{\displaystyle j}"></span>-th we assign a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span>-score, denoted by <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle a_{ij}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle a_{ij}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ebea6cd2813c330c798921a2894b358f7b643917" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:2.707ex; height:2.343ex;" alt="{\displaystyle a_{ij}}"></span>, and a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b8a6208ec717213d4317e666f1ae872e00620a0d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.155ex; height:2.009ex;" alt="{\displaystyle y}"></span>-score, denoted by <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle b_{ij}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle b_{ij}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/843634a5063d0ce92ab37442cd5d0f845ef8317a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:2.475ex; height:2.843ex;" alt="{\displaystyle b_{ij}}"></span>. The only requirement for these functions is that they be anti-symmetric, so <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle a_{ij}=-a_{ji}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <mo>=</mo> <mo>−<!-- − --></mo> <msub> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle a_{ij}=-a_{ji}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bd578e51eb45764d11cbdcb5fdcfecec755f36f3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:10.32ex; height:2.676ex;" alt="{\displaystyle a_{ij}=-a_{ji}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle b_{ij}=-b_{ji}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <mo>=</mo> <mo>−<!-- − --></mo> <msub> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle b_{ij}=-b_{ji}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e550e9ba9567181d0dcfc289ba98811508f775b8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:9.856ex; height:2.843ex;" alt="{\displaystyle b_{ij}=-b_{ji}}"></span>. (Note that in particular <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle a_{ij}=b_{ij}=0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <mo>=</mo> <msub> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle a_{ij}=b_{ij}=0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e328d0f2e215fa61e354e547d929a2ccb717d479" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:12.541ex; height:2.843ex;" alt="{\displaystyle a_{ij}=b_{ij}=0}"></span> if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i=j}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> <mo>=</mo> <mi>j</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i=j}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/706e0928b2bf0f24076b0c90bb20616ff2068343" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:4.859ex; height:2.509ex;" alt="{\displaystyle i=j}"></span>.) Then the generalized correlation coefficient <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Gamma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Γ<!-- Γ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Gamma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4cfde86a3f7ec967af9955d0988592f0693d2b19" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.453ex; height:2.176ex;" alt="{\displaystyle \Gamma }"></span> is defined as </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Gamma ={\frac {\sum _{i,j=1}^{n}a_{ij}b_{ij}}{\sqrt {\sum _{i,j=1}^{n}a_{ij}^{2}\sum _{i,j=1}^{n}b_{ij}^{2}}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>,</mo> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <msub> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> </mrow> <msqrt> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>,</mo> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>,</mo> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </msqrt> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Gamma ={\frac {\sum _{i,j=1}^{n}a_{ij}b_{ij}}{\sqrt {\sum _{i,j=1}^{n}a_{ij}^{2}\sum _{i,j=1}^{n}b_{ij}^{2}}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/72b84ad3355800a213875e38c8a98a5593fb79e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -4.671ex; width:27.032ex; height:9.009ex;" alt="{\displaystyle \Gamma ={\frac {\sum _{i,j=1}^{n}a_{ij}b_{ij}}{\sqrt {\sum _{i,j=1}^{n}a_{ij}^{2}\sum _{i,j=1}^{n}b_{ij}^{2}}}}}"></span></dd></dl> <p>Equivalently, if all coefficients are collected into matrices <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A=(a_{ij})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>A</mi> <mo>=</mo> <mo stretchy="false">(</mo> <msub> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A=(a_{ij})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/296ad42d9541f8285979ce822ccb661da56111ca" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:9.358ex; height:3.009ex;" alt="{\displaystyle A=(a_{ij})}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle B=(b_{ij})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>B</mi> <mo>=</mo> <mo stretchy="false">(</mo> <msub> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle B=(b_{ij})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8ec70544768b5e7c1ed8401a343fb3d602bf78e3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:9.146ex; height:3.009ex;" alt="{\displaystyle B=(b_{ij})}"></span>, with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A^{\textsf {T}}=-A}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mtext mathvariant="sans-serif">T</mtext> </mrow> </mrow> </msup> <mo>=</mo> <mo>−<!-- − --></mo> <mi>A</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A^{\textsf {T}}=-A}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1a615e0dadaae9f50a535c0811d6d2814b065f72" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:9.744ex; height:2.843ex;" alt="{\displaystyle A^{\textsf {T}}=-A}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle B^{\textsf {T}}=-B}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>B</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mtext mathvariant="sans-serif">T</mtext> </mrow> </mrow> </msup> <mo>=</mo> <mo>−<!-- − --></mo> <mi>B</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle B^{\textsf {T}}=-B}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bc1f83c3be4f56fceb1cad806a5853673775227d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:9.786ex; height:2.843ex;" alt="{\displaystyle B^{\textsf {T}}=-B}"></span>, then </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Gamma ={\frac {\langle A,B\rangle _{\rm {F}}}{\|A\|_{\rm {F}}\|B\|_{\rm {F}}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mo fence="false" stretchy="false">⟨<!-- ⟨ --></mo> <mi>A</mi> <mo>,</mo> <mi>B</mi> <msub> <mo fence="false" stretchy="false">⟩<!-- ⟩ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">F</mi> </mrow> </mrow> </msub> </mrow> <mrow> <mo fence="false" stretchy="false">‖<!-- ‖ --></mo> <mi>A</mi> <msub> <mo fence="false" stretchy="false">‖<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">F</mi> </mrow> </mrow> </msub> <mo fence="false" stretchy="false">‖<!-- ‖ --></mo> <mi>B</mi> <msub> <mo fence="false" stretchy="false">‖<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">F</mi> </mrow> </mrow> </msub> </mrow> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Gamma ={\frac {\langle A,B\rangle _{\rm {F}}}{\|A\|_{\rm {F}}\|B\|_{\rm {F}}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4bd81a9163e19512a98878880ba292b390f18bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:16.155ex; height:6.509ex;" alt="{\displaystyle \Gamma ={\frac {\langle A,B\rangle _{\rm {F}}}{\|A\|_{\rm {F}}\|B\|_{\rm {F}}}}}"></span></dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \langle A,B\rangle _{\rm {F}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">⟨<!-- ⟨ --></mo> <mi>A</mi> <mo>,</mo> <mi>B</mi> <msub> <mo fence="false" stretchy="false">⟩<!-- ⟩ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">F</mi> </mrow> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \langle A,B\rangle _{\rm {F}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/88661deae014073ca3d2670bb97d47886c4f4db9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.656ex; height:2.843ex;" alt="{\displaystyle \langle A,B\rangle _{\rm {F}}}"></span> is the <a href="/wiki/Frobenius_inner_product" title="Frobenius inner product">Frobenius inner product</a> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \|A\|_{\rm {F}}={\sqrt {\langle A,A\rangle _{\rm {F}}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">‖<!-- ‖ --></mo> <mi>A</mi> <msub> <mo fence="false" stretchy="false">‖<!-- ‖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">F</mi> </mrow> </mrow> </msub> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mo fence="false" stretchy="false">⟨<!-- ⟨ --></mo> <mi>A</mi> <mo>,</mo> <mi>A</mi> <msub> <mo fence="false" stretchy="false">⟩<!-- ⟩ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">F</mi> </mrow> </mrow> </msub> </msqrt> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \|A\|_{\rm {F}}={\sqrt {\langle A,A\rangle _{\rm {F}}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fa48af052f47b03ac0906800c39d66b98eda05ca" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:18.431ex; height:4.843ex;" alt="{\displaystyle \|A\|_{\rm {F}}={\sqrt {\langle A,A\rangle _{\rm {F}}}}}"></span> the <a href="/wiki/Frobenius_norm" class="mw-redirect" title="Frobenius norm">Frobenius norm</a>. In particular, the general correlation coefficient is the cosine of the angle between the matrices <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>A</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7daff47fa58cdfd29dc333def748ff5fa4c923e3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.743ex; height:2.176ex;" alt="{\displaystyle A}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle B}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>B</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle B}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/47136aad860d145f75f3eed3022df827cee94d7a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.764ex; height:2.176ex;" alt="{\displaystyle B}"></span>. </p> <style data-mw-deduplicate="TemplateStyles:r1236090951">.mw-parser-output .hatnote{font-style:italic}.mw-parser-output div.hatnote{padding-left:1.6em;margin-bottom:0.5em}.mw-parser-output .hatnote i{font-style:normal}.mw-parser-output .hatnote+link+.hatnote{margin-top:-0.5em}@media print{body.ns-0 .mw-parser-output .hatnote{display:none!important}}</style><div role="note" class="hatnote navigation-not-searchable">See also: <a href="/wiki/Inner_product_space#Norms_on_inner_product_spaces" title="Inner product space">Inner product space § Norms on inner product spaces</a></div> <div class="mw-heading mw-heading3"><h3 id="Kendall's_τ_as_a_particular_case"><span id="Kendall.27s_.CF.84_as_a_particular_case"></span>Kendall's τ as a particular case</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Rank_correlation&action=edit&section=4" title="Edit section: Kendall's τ as a particular case"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle r_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle r_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a0b6d651eaf432dbf1f106021c8bb499ae83fd1f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.848ex; height:2.009ex;" alt="{\displaystyle r_{i}}"></span>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle s_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle s_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cfda82668232cbdc0874ed28ab8b6079420d1ffe" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.89ex; height:2.009ex;" alt="{\displaystyle s_{i}}"></span> are the ranks of the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/add78d8608ad86e54951b8c8bd6c8d8416533d20" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.802ex; height:2.176ex;" alt="{\displaystyle i}"></span>-member according to the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span>-quality and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b8a6208ec717213d4317e666f1ae872e00620a0d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.155ex; height:2.009ex;" alt="{\displaystyle y}"></span>-quality respectively, then we can define </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle a_{ij}=\operatorname {sgn}(r_{j}-r_{i}),\quad b_{ij}=\operatorname {sgn}(s_{j}-s_{i}).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <mo>=</mo> <mi>sgn</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>,</mo> <mspace width="1em" /> <msub> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <mo>=</mo> <mi>sgn</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle a_{ij}=\operatorname {sgn}(r_{j}-r_{i}),\quad b_{ij}=\operatorname {sgn}(s_{j}-s_{i}).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/13d217fce8c8392ed7aa94bf73523b8fc1cba3f5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:39.121ex; height:3.009ex;" alt="{\displaystyle a_{ij}=\operatorname {sgn}(r_{j}-r_{i}),\quad b_{ij}=\operatorname {sgn}(s_{j}-s_{i}).}"></span></dd></dl> <p>The sum <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum a_{ij}b_{ij}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>∑<!-- ∑ --></mo> <msub> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <msub> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sum a_{ij}b_{ij}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6ad7414f19da958343bb124f8d333c8db55763ca" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.338ex; width:8.924ex; height:3.843ex;" alt="{\displaystyle \sum a_{ij}b_{ij}}"></span> is the number of concordant pairs minus the number of discordant pairs (see <a href="/wiki/Kendall_tau_rank_correlation_coefficient" class="mw-redirect" title="Kendall tau rank correlation coefficient">Kendall tau rank correlation coefficient</a>). The sum <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum a_{ij}^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>∑<!-- ∑ --></mo> <msubsup> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sum a_{ij}^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c40ce3d935f4e3a3bf0fe0b72f509e46222517b8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.338ex; width:6.449ex; height:3.843ex;" alt="{\displaystyle \sum a_{ij}^{2}}"></span> is just <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n(n-1)/2}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>−<!-- − --></mo> <mn>1</mn> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n(n-1)/2}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5b1d96c185de1bffc1e78739934b09489f683efc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.926ex; height:2.843ex;" alt="{\displaystyle n(n-1)/2}"></span>, the number of terms <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle a_{ij}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle a_{ij}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ebea6cd2813c330c798921a2894b358f7b643917" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:2.707ex; height:2.343ex;" alt="{\displaystyle a_{ij}}"></span>, as is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum b_{ij}^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>∑<!-- ∑ --></mo> <msubsup> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sum b_{ij}^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a2282756ef2fd3941033068f3f516e13de594ce8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.338ex; width:6.217ex; height:3.843ex;" alt="{\displaystyle \sum b_{ij}^{2}}"></span>. Thus in this case, </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Gamma ={\frac {2\,(({\text{number of concordant pairs}})-({\text{number of discordant pairs}}))}{n(n-1)}}={\text{Kendall's }}\tau }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mn>2</mn> <mspace width="thinmathspace" /> <mo stretchy="false">(</mo> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mtext>number of concordant pairs</mtext> </mrow> <mo stretchy="false">)</mo> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mtext>number of discordant pairs</mtext> </mrow> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> </mrow> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>−<!-- − --></mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </mfrac> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mtext>Kendall's </mtext> </mrow> <mi>τ<!-- τ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Gamma ={\frac {2\,(({\text{number of concordant pairs}})-({\text{number of discordant pairs}}))}{n(n-1)}}={\text{Kendall's }}\tau }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3fefa53c9ef3fdaba10f02f24ccb7b4bbc39b42e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:83.998ex; height:6.509ex;" alt="{\displaystyle \Gamma ={\frac {2\,(({\text{number of concordant pairs}})-({\text{number of discordant pairs}}))}{n(n-1)}}={\text{Kendall's }}\tau }"></span></dd></dl> <div class="mw-heading mw-heading3"><h3 id="Spearman’s_ρ_as_a_particular_case"><span id="Spearman.E2.80.99s_.CF.81_as_a_particular_case"></span>Spearman’s ρ as a particular case</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Rank_correlation&action=edit&section=5" title="Edit section: Spearman’s ρ as a particular case"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle r_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle r_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a0b6d651eaf432dbf1f106021c8bb499ae83fd1f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.848ex; height:2.009ex;" alt="{\displaystyle r_{i}}"></span>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle s_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle s_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cfda82668232cbdc0874ed28ab8b6079420d1ffe" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.89ex; height:2.009ex;" alt="{\displaystyle s_{i}}"></span> are the ranks of the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/add78d8608ad86e54951b8c8bd6c8d8416533d20" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.802ex; height:2.176ex;" alt="{\displaystyle i}"></span>-member according to the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> and the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b8a6208ec717213d4317e666f1ae872e00620a0d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.155ex; height:2.009ex;" alt="{\displaystyle y}"></span>-quality respectively, we may consider the matrices <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle a,b\in M(n\times n;\mathbb {R} )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>a</mi> <mo>,</mo> <mi>b</mi> <mo>∈<!-- ∈ --></mo> <mi>M</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>×<!-- × --></mo> <mi>n</mi> <mo>;</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle a,b\in M(n\times n;\mathbb {R} )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/119e447e81ae6ed83fd4fd51adc53ee8e9480ff1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.695ex; height:2.843ex;" alt="{\displaystyle a,b\in M(n\times n;\mathbb {R} )}"></span> defined by </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle a_{ij}:=r_{j}-r_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <mo>:=</mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle a_{ij}:=r_{j}-r_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4b8685ac7d4e0d9befbbb604b9c72d005dcd36b0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:13.099ex; height:2.676ex;" alt="{\displaystyle a_{ij}:=r_{j}-r_{i}}"></span></dd> <dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle b_{ij}:=s_{j}-s_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <mo>:=</mo> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle b_{ij}:=s_{j}-s_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b2c95b8db949879a8287520044a42d2740ddd561" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:12.951ex; height:2.843ex;" alt="{\displaystyle b_{ij}:=s_{j}-s_{i}}"></span></dd></dl> <p>The sums <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum a_{ij}^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>∑<!-- ∑ --></mo> <msubsup> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sum a_{ij}^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c40ce3d935f4e3a3bf0fe0b72f509e46222517b8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.338ex; width:6.449ex; height:3.843ex;" alt="{\displaystyle \sum a_{ij}^{2}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum b_{ij}^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>∑<!-- ∑ --></mo> <msubsup> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sum b_{ij}^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a2282756ef2fd3941033068f3f516e13de594ce8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.338ex; width:6.217ex; height:3.843ex;" alt="{\displaystyle \sum b_{ij}^{2}}"></span> are equal, since both <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle r_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle r_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a0b6d651eaf432dbf1f106021c8bb499ae83fd1f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.848ex; height:2.009ex;" alt="{\displaystyle r_{i}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle s_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle s_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cfda82668232cbdc0874ed28ab8b6079420d1ffe" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.89ex; height:2.009ex;" alt="{\displaystyle s_{i}}"></span> range from <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/92d98b82a3778f043108d4e20960a9193df57cbf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.162ex; height:2.176ex;" alt="{\displaystyle 1}"></span> to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span>. Hence </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Gamma ={\frac {\sum (r_{j}-r_{i})(s_{j}-s_{i})}{\sum (r_{j}-r_{i})^{2}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mo>∑<!-- ∑ --></mo> <mo stretchy="false">(</mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mrow> <mrow> <mo>∑<!-- ∑ --></mo> <mo stretchy="false">(</mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Gamma ={\frac {\sum (r_{j}-r_{i})(s_{j}-s_{i})}{\sum (r_{j}-r_{i})^{2}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/396f83740617c0de835fc282084e4fa5029c63c8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:24.838ex; height:6.509ex;" alt="{\displaystyle \Gamma ={\frac {\sum (r_{j}-r_{i})(s_{j}-s_{i})}{\sum (r_{j}-r_{i})^{2}}}}"></span></dd></dl> <p>To simplify this expression, let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle d_{i}:=r_{i}-s_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>d</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>:=</mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle d_{i}:=r_{i}-s_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1ee85f89888077edc2447db8188a1d3bce380036" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:12.333ex; height:2.509ex;" alt="{\displaystyle d_{i}:=r_{i}-s_{i}}"></span> denote the difference in the ranks for each <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/add78d8608ad86e54951b8c8bd6c8d8416533d20" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.802ex; height:2.176ex;" alt="{\displaystyle i}"></span>. Further, let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle U}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>U</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle U}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/458a728f53b9a0274f059cd695e067c430956025" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.783ex; height:2.176ex;" alt="{\displaystyle U}"></span> be a uniformly distributed discrete random variables on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{1,2,\ldots ,n\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mn>2</mn> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mi>n</mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{1,2,\ldots ,n\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4ebfec86b3f22a18f086275390917d5aaa2d8c22" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.257ex; height:2.843ex;" alt="{\displaystyle \{1,2,\ldots ,n\}}"></span>. Since the ranks <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle r,s}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>r</mi> <mo>,</mo> <mi>s</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle r,s}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b6ec697de81df8a1cd653c7c98471c431c7d77bc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3.173ex; height:2.009ex;" alt="{\displaystyle r,s}"></span> are just permutations of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 1,2,\ldots ,n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>1</mn> <mo>,</mo> <mn>2</mn> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 1,2,\ldots ,n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e3e6b15e92183431bb62b787fcdcbdcbe8b40234" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:9.932ex; height:2.509ex;" alt="{\displaystyle 1,2,\ldots ,n}"></span>, we can view both as being random variables distributed like <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle U}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>U</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle U}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/458a728f53b9a0274f059cd695e067c430956025" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.783ex; height:2.176ex;" alt="{\displaystyle U}"></span>. Using basic <a href="/wiki/Summation#Powers_and_logarithm_of_arithmetic_progressions" title="Summation">summation results</a> from discrete mathematics, it is easy to see that for the uniformly distributed random variable, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle U}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>U</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle U}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/458a728f53b9a0274f059cd695e067c430956025" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.783ex; height:2.176ex;" alt="{\displaystyle U}"></span>, we have <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {E} [U]=\textstyle {\frac {n+1}{2}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">E</mi> </mrow> <mo stretchy="false">[</mo> <mi>U</mi> <mo stretchy="false">]</mo> <mo>=</mo> <mstyle displaystyle="false" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> <mn>2</mn> </mfrac> </mrow> </mstyle> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {E} [U]=\textstyle {\frac {n+1}{2}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e8ca952adb4e23918c676dacdd628217c32cd9c0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.171ex; width:11.648ex; height:3.676ex;" alt="{\displaystyle \mathbb {E} [U]=\textstyle {\frac {n+1}{2}}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {E} [U^{2}]=\textstyle {\frac {(n+1)(2n+1)}{6}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">E</mi> </mrow> <mo stretchy="false">[</mo> <msup> <mi>U</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo stretchy="false">]</mo> <mo>=</mo> <mstyle displaystyle="false" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>2</mn> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>6</mn> </mfrac> </mrow> </mstyle> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {E} [U^{2}]=\textstyle {\frac {(n+1)(2n+1)}{6}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/786a3c1c8c9183b10e58ec2d0e7ba4986a1a9c31" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.338ex; width:19.228ex; height:4.343ex;" alt="{\displaystyle \mathbb {E} [U^{2}]=\textstyle {\frac {(n+1)(2n+1)}{6}}}"></span> and thus <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathrm {Var} (U)=\textstyle {\frac {(n+1)(2n+1)}{6}}-\textstyle {\frac {(n+1)(n+1)}{4}}=\textstyle {\frac {n^{2}-1}{12}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">V</mi> <mi mathvariant="normal">a</mi> <mi mathvariant="normal">r</mi> </mrow> <mo stretchy="false">(</mo> <mi>U</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mstyle displaystyle="false" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>2</mn> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>6</mn> </mfrac> </mrow> <mo>−<!-- − --></mo> <mstyle displaystyle="false" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>4</mn> </mfrac> </mrow> <mo>=</mo> <mstyle displaystyle="false" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msup> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> <mn>12</mn> </mfrac> </mrow> </mstyle> </mstyle> </mstyle> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathrm {Var} (U)=\textstyle {\frac {(n+1)(2n+1)}{6}}-\textstyle {\frac {(n+1)(n+1)}{4}}=\textstyle {\frac {n^{2}-1}{12}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/33e04deb024f699578d3c80ad9fa8e6de255be6b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.338ex; width:41.159ex; height:4.343ex;" alt="{\displaystyle \mathrm {Var} (U)=\textstyle {\frac {(n+1)(2n+1)}{6}}-\textstyle {\frac {(n+1)(n+1)}{4}}=\textstyle {\frac {n^{2}-1}{12}}}"></span>. Now, observing symmetries allows us to compute the parts of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Gamma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Γ<!-- Γ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Gamma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4cfde86a3f7ec967af9955d0988592f0693d2b19" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.453ex; height:2.176ex;" alt="{\displaystyle \Gamma }"></span> as follows: </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}{\frac {1}{n^{2}}}\sum _{i,j=1}^{n}(r_{j}-r_{i})(s_{j}-s_{i})&=2\left({\frac {1}{n^{2}}}\cdot n\sum _{i=1}^{n}r_{i}s_{i}-({\frac {1}{n}}\sum _{i=1}^{n}r_{i})({\frac {1}{n}}\sum _{j=1}^{n}s_{j})\right)\\&={\frac {1}{n}}\sum _{i=1}^{n}(r_{i}^{2}+s_{i}^{2}-d_{i}^{2})-2(\mathbb {E} [U])^{2}\\&={\frac {1}{n}}\sum _{i=1}^{n}r_{i}^{2}+{\frac {1}{n}}\sum _{i=1}^{n}s_{i}^{2}-{\frac {1}{n}}\sum _{i=1}^{n}d_{i}^{2}-2(\mathbb {E} [U])^{2}\\&=2(\mathbb {E} [U^{2}]-(\mathbb {E} [U])^{2})-{\frac {1}{n}}\sum _{i=1}^{n}d_{i}^{2}\\\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msup> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>,</mo> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <mo stretchy="false">(</mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mtd> <mtd> <mi></mi> <mo>=</mo> <mn>2</mn> <mrow> <mo>(</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msup> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mfrac> </mrow> <mo>⋅<!-- ⋅ --></mo> <mi>n</mi> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <mo stretchy="false">(</mo> <msubsup> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>+</mo> <msubsup> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>−<!-- − --></mo> <msubsup> <mi>d</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo stretchy="false">)</mo> <mo>−<!-- − --></mo> <mn>2</mn> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">E</mi> </mrow> <mo stretchy="false">[</mo> <mi>U</mi> <mo stretchy="false">]</mo> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>d</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>−<!-- − --></mo> <mn>2</mn> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">E</mi> </mrow> <mo stretchy="false">[</mo> <mi>U</mi> <mo stretchy="false">]</mo> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>=</mo> <mn>2</mn> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">E</mi> </mrow> <mo stretchy="false">[</mo> <msup> <mi>U</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo stretchy="false">]</mo> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">E</mi> </mrow> <mo stretchy="false">[</mo> <mi>U</mi> <mo stretchy="false">]</mo> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo stretchy="false">)</mo> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>d</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}{\frac {1}{n^{2}}}\sum _{i,j=1}^{n}(r_{j}-r_{i})(s_{j}-s_{i})&=2\left({\frac {1}{n^{2}}}\cdot n\sum _{i=1}^{n}r_{i}s_{i}-({\frac {1}{n}}\sum _{i=1}^{n}r_{i})({\frac {1}{n}}\sum _{j=1}^{n}s_{j})\right)\\&={\frac {1}{n}}\sum _{i=1}^{n}(r_{i}^{2}+s_{i}^{2}-d_{i}^{2})-2(\mathbb {E} [U])^{2}\\&={\frac {1}{n}}\sum _{i=1}^{n}r_{i}^{2}+{\frac {1}{n}}\sum _{i=1}^{n}s_{i}^{2}-{\frac {1}{n}}\sum _{i=1}^{n}d_{i}^{2}-2(\mathbb {E} [U])^{2}\\&=2(\mathbb {E} [U^{2}]-(\mathbb {E} [U])^{2})-{\frac {1}{n}}\sum _{i=1}^{n}d_{i}^{2}\\\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8df8aab42fd9d8b502e575a8a9a225be1d231790" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -14.005ex; width:71.095ex; height:29.176ex;" alt="{\displaystyle {\begin{aligned}{\frac {1}{n^{2}}}\sum _{i,j=1}^{n}(r_{j}-r_{i})(s_{j}-s_{i})&=2\left({\frac {1}{n^{2}}}\cdot n\sum _{i=1}^{n}r_{i}s_{i}-({\frac {1}{n}}\sum _{i=1}^{n}r_{i})({\frac {1}{n}}\sum _{j=1}^{n}s_{j})\right)\\&={\frac {1}{n}}\sum _{i=1}^{n}(r_{i}^{2}+s_{i}^{2}-d_{i}^{2})-2(\mathbb {E} [U])^{2}\\&={\frac {1}{n}}\sum _{i=1}^{n}r_{i}^{2}+{\frac {1}{n}}\sum _{i=1}^{n}s_{i}^{2}-{\frac {1}{n}}\sum _{i=1}^{n}d_{i}^{2}-2(\mathbb {E} [U])^{2}\\&=2(\mathbb {E} [U^{2}]-(\mathbb {E} [U])^{2})-{\frac {1}{n}}\sum _{i=1}^{n}d_{i}^{2}\\\end{aligned}}}"></span></dd></dl> <p>and </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}{\frac {1}{n^{2}}}\sum _{i,j=1}^{n}(r_{j}-r_{i})^{2}&={\frac {1}{n^{2}}}\cdot n\sum _{i,j=1}^{n}(r_{i}^{2}+r_{j}^{2}-2r_{i}r_{j})\\&=2{\frac {1}{n}}\sum _{i=1}^{n}r_{i}^{2}-2({\frac {1}{n}}\sum _{i=1}^{n}r_{i})({\frac {1}{n}}\sum _{j=1}^{n}r_{j})\\&=2(\mathbb {E} [U^{2}]-(\mathbb {E} [U])^{2})\\\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msup> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>,</mo> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <mo stretchy="false">(</mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mtd> <mtd> <mi></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msup> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mfrac> </mrow> <mo>⋅<!-- ⋅ --></mo> <mi>n</mi> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>,</mo> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <mo stretchy="false">(</mo> <msubsup> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>+</mo> <msubsup> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>−<!-- − --></mo> <mn>2</mn> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>=</mo> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>−<!-- − --></mo> <mn>2</mn> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>=</mo> <mn>2</mn> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">E</mi> </mrow> <mo stretchy="false">[</mo> <msup> <mi>U</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo stretchy="false">]</mo> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">E</mi> </mrow> <mo stretchy="false">[</mo> <mi>U</mi> <mo stretchy="false">]</mo> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo stretchy="false">)</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}{\frac {1}{n^{2}}}\sum _{i,j=1}^{n}(r_{j}-r_{i})^{2}&={\frac {1}{n^{2}}}\cdot n\sum _{i,j=1}^{n}(r_{i}^{2}+r_{j}^{2}-2r_{i}r_{j})\\&=2{\frac {1}{n}}\sum _{i=1}^{n}r_{i}^{2}-2({\frac {1}{n}}\sum _{i=1}^{n}r_{i})({\frac {1}{n}}\sum _{j=1}^{n}r_{j})\\&=2(\mathbb {E} [U^{2}]-(\mathbb {E} [U])^{2})\\\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/77be026c2b3261095feffe0b6f18eb2a7bc8efaf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -8.505ex; margin-top: -0.175ex; width:54.609ex; height:18.009ex;" alt="{\displaystyle {\begin{aligned}{\frac {1}{n^{2}}}\sum _{i,j=1}^{n}(r_{j}-r_{i})^{2}&={\frac {1}{n^{2}}}\cdot n\sum _{i,j=1}^{n}(r_{i}^{2}+r_{j}^{2}-2r_{i}r_{j})\\&=2{\frac {1}{n}}\sum _{i=1}^{n}r_{i}^{2}-2({\frac {1}{n}}\sum _{i=1}^{n}r_{i})({\frac {1}{n}}\sum _{j=1}^{n}r_{j})\\&=2(\mathbb {E} [U^{2}]-(\mathbb {E} [U])^{2})\\\end{aligned}}}"></span></dd></dl> <p>Hence </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Gamma =1-{\frac {\sum _{i=1}^{n}d_{i}^{2}}{2n\mathrm {Var} (U)}}=1-{\frac {6\sum _{i=1}^{n}d_{i}^{2}}{n(n^{2}-1)}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>d</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mrow> <mrow> <mn>2</mn> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">V</mi> <mi mathvariant="normal">a</mi> <mi mathvariant="normal">r</mi> </mrow> <mo stretchy="false">(</mo> <mi>U</mi> <mo stretchy="false">)</mo> </mrow> </mfrac> </mrow> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mn>6</mn> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>d</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mrow> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <msup> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>−<!-- − --></mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Gamma =1-{\frac {\sum _{i=1}^{n}d_{i}^{2}}{2n\mathrm {Var} (U)}}=1-{\frac {6\sum _{i=1}^{n}d_{i}^{2}}{n(n^{2}-1)}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0e795eb12b157cda7cb13ba1da4bf12077f1bbe5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:36.95ex; height:6.676ex;" alt="{\displaystyle \Gamma =1-{\frac {\sum _{i=1}^{n}d_{i}^{2}}{2n\mathrm {Var} (U)}}=1-{\frac {6\sum _{i=1}^{n}d_{i}^{2}}{n(n^{2}-1)}}}"></span></dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle d_{i}=r_{i}-s_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>d</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle d_{i}=r_{i}-s_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bacf8ff6533d61293af5980d729a1e79711f6b32" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:11.686ex; height:2.509ex;" alt="{\displaystyle d_{i}=r_{i}-s_{i}}"></span> is the difference between ranks, which is exactly <a href="/wiki/Spearman%27s_rank_correlation_coefficient" title="Spearman's rank correlation coefficient">Spearman's rank correlation coefficient</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \rho }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ρ<!-- ρ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \rho }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1f7d439671d1289b6a816e6af7a304be40608d64" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.202ex; height:2.176ex;" alt="{\displaystyle \rho }"></span>. </p> <div class="mw-heading mw-heading2"><h2 id="Rank-biserial_correlation">Rank-biserial correlation</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Rank_correlation&action=edit&section=6" title="Edit section: Rank-biserial correlation"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Main article: <a href="/wiki/Mann%E2%80%93Whitney_U_test#Rank-biserial_correlation" title="Mann–Whitney U test">Mann–Whitney_U_test § Rank-biserial_correlation</a></div> <p>Gene Glass (1965) noted that the rank-biserial can be derived from Spearman's <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \rho }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ρ<!-- ρ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \rho }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1f7d439671d1289b6a816e6af7a304be40608d64" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.202ex; height:2.176ex;" alt="{\displaystyle \rho }"></span>. "One can derive a coefficient defined on <i>X</i>, the dichotomous variable, and <i>Y</i>, the ranking variable, which estimates Spearman's rho between X and Y in the same way that biserial r estimates Pearson's <i>r</i> between two normal variables” (p. 91). The rank-biserial correlation had been introduced nine years before by Edward Cureton (1956) as a measure of rank correlation when the ranks are in two groups. </p> <div class="mw-heading mw-heading3"><h3 id="Kerby_simple_difference_formula">Kerby simple difference formula</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Rank_correlation&action=edit&section=7" title="Edit section: Kerby simple difference formula"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Dave Kerby (2014) recommended the rank-biserial as the measure to introduce students to rank correlation, because the general logic can be explained at an introductory level. The rank-biserial is the correlation used with the <a href="/wiki/Mann%E2%80%93Whitney_U_test" title="Mann–Whitney U test">Mann–Whitney U test</a>, a method commonly covered in introductory college courses on statistics. The data for this test consists of two groups; and for each member of the groups, the outcome is ranked for the study as a whole. </p><p>Kerby showed that this rank correlation can be expressed in terms of two concepts: the percent of data that support a stated hypothesis, and the percent of data that do not support it. The Kerby simple difference formula states that the rank correlation can be expressed as the difference between the proportion of favorable evidence (<i>f</i>) minus the proportion of unfavorable evidence (<i>u</i>). </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle r=f-u}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>r</mi> <mo>=</mo> <mi>f</mi> <mo>−<!-- − --></mo> <mi>u</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle r=f-u}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ba01457a01266b4e82c4b5cb1c58740c2db03e8a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:9.596ex; height:2.509ex;" alt="{\displaystyle r=f-u}"></span></dd></dl> <div class="mw-heading mw-heading3"><h3 id="Example_and_interpretation">Example and interpretation</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Rank_correlation&action=edit&section=8" title="Edit section: Example and interpretation"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>To illustrate the computation, suppose a coach trains long-distance runners for one month using two methods. Group A has 5 runners, and Group B has 4 runners. The stated hypothesis is that method A produces faster runners. The race to assess the results finds that the runners from Group A do indeed run faster, with the following ranks: 1, 2, 3, 4, and 6. The slower runners from Group B thus have ranks of 5, 7, 8, and 9. </p><p>The analysis is conducted on pairs, defined as a member of one group compared to a member of the other group. For example, the fastest runner in the study is a member of four pairs: (1,5), (1,7), (1,8), and (1,9). All four of these pairs support the hypothesis, because in each pair the runner from Group A is faster than the runner from Group B. There are a total of 20 pairs, and 19 pairs support the hypothesis. The only pair that does not support the hypothesis are the two runners with ranks 5 and 6, because in this pair, the runner from Group B had the faster time. By the Kerby simple difference formula, 95% of the data support the hypothesis (19 of 20 pairs), and 5% do not support (1 of 20 pairs), so the rank correlation is <i>r</i> = .95 − .05 = .90. </p><p>The maximum value for the correlation is <i>r</i> = 1, which means that 100% of the pairs favor the hypothesis. A correlation of <i>r</i> = 0 indicates that half the pairs favor the hypothesis and half do not; in other words, the sample groups do not differ in ranks, so there is no evidence that they come from two different populations. An effect size of <i>r</i> = 0 can be said to describe no relationship between group membership and the members' ranks. </p> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Rank_correlation&action=edit&section=9" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output .reflist-lower-greek{list-style-type:lower-greek}.mw-parser-output .reflist-lower-roman{list-style-type:lower-roman}</style><div class="reflist"> <div class="mw-references-wrap"><ol class="references"> <li id="cite_note-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-1">^</a></b></span> <span class="reference-text"><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite id="CITEREFKruskal1958" class="citation journal cs1"><a href="/wiki/William_Kruskal" title="William Kruskal">Kruskal, William H.</a> (1958). "Ordinal Measures of Association". <i><a href="/wiki/Journal_of_the_American_Statistical_Association" title="Journal of the American Statistical Association">Journal of the American Statistical Association</a></i>. <b>53</b> (284): 814–861. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.2307%2F2281954">10.2307/2281954</a>. <a href="/wiki/JSTOR_(identifier)" class="mw-redirect" title="JSTOR (identifier)">JSTOR</a> <a rel="nofollow" class="external text" href="https://www.jstor.org/stable/2281954">2281954</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Journal+of+the+American+Statistical+Association&rft.atitle=Ordinal+Measures+of+Association&rft.volume=53&rft.issue=284&rft.pages=814-861&rft.date=1958&rft_id=info%3Adoi%2F10.2307%2F2281954&rft_id=https%3A%2F%2Fwww.jstor.org%2Fstable%2F2281954%23id-name%3DJSTOR&rft.aulast=Kruskal&rft.aufirst=William+H.&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARank+correlation" class="Z3988"></span></span> </li> <li id="cite_note-kendall1970-2"><span class="mw-cite-backlink"><b><a href="#cite_ref-kendall1970_2-0">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFKendall1970" class="citation book cs1">Kendall, Maurice G (1970). <i>Rank Correlation Methods</i> (4 ed.). Griffin. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/9780852641996" title="Special:BookSources/9780852641996"><bdi>9780852641996</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Rank+Correlation+Methods&rft.edition=4&rft.pub=Griffin&rft.date=1970&rft.isbn=9780852641996&rft.aulast=Kendall&rft.aufirst=Maurice+G&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARank+correlation" class="Z3988"></span></span> </li> </ol></div></div> <div class="mw-heading mw-heading2"><h2 id="Further_reading">Further reading</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Rank_correlation&action=edit&section=10" title="Edit section: Further reading"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFCureton1956" class="citation journal cs1">Cureton, Edward E. (1956). "Rank-biserial correlation". <i><a href="/wiki/Psychometrika" title="Psychometrika">Psychometrika</a></i>. <b>21</b> (3): 287–290. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1007%2FBF02289138">10.1007/BF02289138</a>. <a href="/wiki/S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a> <a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:122500836">122500836</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Psychometrika&rft.atitle=Rank-biserial+correlation&rft.volume=21&rft.issue=3&rft.pages=287-290&rft.date=1956&rft_id=info%3Adoi%2F10.1007%2FBF02289138&rft_id=https%3A%2F%2Fapi.semanticscholar.org%2FCorpusID%3A122500836%23id-name%3DS2CID&rft.aulast=Cureton&rft.aufirst=Edward+E.&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARank+correlation" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFEveritt2002" class="citation cs2">Everitt, B. S. (2002), <i>The Cambridge Dictionary of Statistics</i>, Cambridge: Cambridge University Press, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/0-521-81099-X" title="Special:BookSources/0-521-81099-X"><bdi>0-521-81099-X</bdi></a></cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=The+Cambridge+Dictionary+of+Statistics&rft.place=Cambridge&rft.pub=Cambridge+University+Press&rft.date=2002&rft.isbn=0-521-81099-X&rft.aulast=Everitt&rft.aufirst=B.+S.&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARank+correlation" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFDiaconis1988" class="citation cs2">Diaconis, P. (1988), <i>Group Representations in Probability and Statistics</i>, Lecture Notes-Monograph Series, Hayward, CA: Institute of Mathematical Statistics, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/0-940600-14-5" title="Special:BookSources/0-940600-14-5"><bdi>0-940600-14-5</bdi></a></cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Group+Representations+in+Probability+and+Statistics&rft.place=Hayward%2C+CA&rft.series=Lecture+Notes-Monograph+Series&rft.pub=Institute+of+Mathematical+Statistics&rft.date=1988&rft.isbn=0-940600-14-5&rft.aulast=Diaconis&rft.aufirst=P.&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARank+correlation" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFGlass1965" class="citation journal cs1">Glass, Gene V. (1965). "A ranking variable analogue of biserial correlation: implications for short-cut item analysis". <i>Journal of Educational Measurement</i>. <b>2</b> (1): 91–95. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1111%2Fj.1745-3984.1965.tb00396.x">10.1111/j.1745-3984.1965.tb00396.x</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Journal+of+Educational+Measurement&rft.atitle=A+ranking+variable+analogue+of+biserial+correlation%3A+implications+for+short-cut+item+analysis&rft.volume=2&rft.issue=1&rft.pages=91-95&rft.date=1965&rft_id=info%3Adoi%2F10.1111%2Fj.1745-3984.1965.tb00396.x&rft.aulast=Glass&rft.aufirst=Gene+V.&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARank+correlation" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFKendall1970" class="citation cs2">Kendall, M. G. (1970), <i>Rank Correlation Methods</i>, London: Griffin, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/0-85264-199-0" title="Special:BookSources/0-85264-199-0"><bdi>0-85264-199-0</bdi></a></cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Rank+Correlation+Methods&rft.place=London&rft.pub=Griffin&rft.date=1970&rft.isbn=0-85264-199-0&rft.aulast=Kendall&rft.aufirst=M.+G.&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARank+correlation" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFKerby2014" class="citation journal cs1">Kerby, Dave S. (2014). <a rel="nofollow" class="external text" href="https://doi.org/10.2466%2F11.IT.3.1">"The Simple Difference Formula: An Approach to Teaching Nonparametric Correlation"</a>. <i>Comprehensive Psychology</i>. <b>3</b> (1): 11.IT.3.1. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.2466%2F11.IT.3.1">10.2466/11.IT.3.1</a></span>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Comprehensive+Psychology&rft.atitle=The+Simple+Difference+Formula%3A+An+Approach+to+Teaching+Nonparametric+Correlation&rft.volume=3&rft.issue=1&rft.pages=11.IT.3.1&rft.date=2014&rft_id=info%3Adoi%2F10.2466%2F11.IT.3.1&rft.aulast=Kerby&rft.aufirst=Dave+S.&rft_id=https%3A%2F%2Fdoi.org%2F10.2466%252F11.IT.3.1&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARank+correlation" class="Z3988"></span></li></ul> <div class="mw-heading mw-heading2"><h2 id="External_links">External links</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Rank_correlation&action=edit&section=11" title="Edit section: External links"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a rel="nofollow" class="external text" href="http://core.ecu.edu/psyc/wuenschk/docs30/Nonparametric-EffectSize.pdf">Brief guide by experimental psychologist Karl L. Weunsch</a> - Nonparametric effect sizes (Copyright 2015 by Karl L. Weunsch)</li></ul> <div class="navbox-styles"><style data-mw-deduplicate="TemplateStyles:r1129693374">.mw-parser-output .hlist dl,.mw-parser-output .hlist ol,.mw-parser-output .hlist ul{margin:0;padding:0}.mw-parser-output .hlist dd,.mw-parser-output .hlist dt,.mw-parser-output .hlist li{margin:0;display:inline}.mw-parser-output .hlist.inline,.mw-parser-output .hlist.inline dl,.mw-parser-output .hlist.inline ol,.mw-parser-output .hlist.inline ul,.mw-parser-output .hlist dl dl,.mw-parser-output .hlist dl ol,.mw-parser-output .hlist dl ul,.mw-parser-output .hlist ol dl,.mw-parser-output .hlist ol ol,.mw-parser-output .hlist ol ul,.mw-parser-output .hlist ul dl,.mw-parser-output .hlist ul ol,.mw-parser-output .hlist ul ul{display:inline}.mw-parser-output .hlist .mw-empty-li{display:none}.mw-parser-output .hlist dt::after{content:": "}.mw-parser-output .hlist dd::after,.mw-parser-output .hlist li::after{content:" · ";font-weight:bold}.mw-parser-output .hlist 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href="mw-data:TemplateStyles:r1129693374"><style data-mw-deduplicate="TemplateStyles:r1239400231">.mw-parser-output .navbar{display:inline;font-size:88%;font-weight:normal}.mw-parser-output .navbar-collapse{float:left;text-align:left}.mw-parser-output .navbar-boxtext{word-spacing:0}.mw-parser-output .navbar ul{display:inline-block;white-space:nowrap;line-height:inherit}.mw-parser-output .navbar-brackets::before{margin-right:-0.125em;content:"[ "}.mw-parser-output .navbar-brackets::after{margin-left:-0.125em;content:" ]"}.mw-parser-output .navbar li{word-spacing:-0.125em}.mw-parser-output .navbar a>span,.mw-parser-output .navbar a>abbr{text-decoration:inherit}.mw-parser-output .navbar-mini abbr{font-variant:small-caps;border-bottom:none;text-decoration:none;cursor:inherit}.mw-parser-output .navbar-ct-full{font-size:114%;margin:0 7em}.mw-parser-output .navbar-ct-mini{font-size:114%;margin:0 4em}html.skin-theme-clientpref-night .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}@media(prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}}@media print{.mw-parser-output .navbar{display:none!important}}</style><div class="navbar plainlinks hlist navbar-mini"><ul><li class="nv-view"><a href="/wiki/Template:Statistics" title="Template:Statistics"><abbr title="View this template">v</abbr></a></li><li class="nv-talk"><a href="/wiki/Template_talk:Statistics" title="Template talk:Statistics"><abbr title="Discuss this template">t</abbr></a></li><li class="nv-edit"><a href="/wiki/Special:EditPage/Template:Statistics" title="Special:EditPage/Template:Statistics"><abbr title="Edit this template">e</abbr></a></li></ul></div><div id="Statistics" style="font-size:114%;margin:0 4em"><a href="/wiki/Statistics" title="Statistics">Statistics</a></div></th></tr><tr><td class="navbox-abovebelow" colspan="2"><div> <ul><li><a href="/wiki/Outline_of_statistics" title="Outline of statistics">Outline</a></li> <li><a href="/wiki/List_of_statistics_articles" title="List of statistics articles">Index</a></li></ul> </div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible uncollapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Descriptive_statistics" style="font-size:114%;margin:0 4em"><a href="/wiki/Descriptive_statistics" title="Descriptive statistics">Descriptive statistics</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Continuous_probability_distribution" class="mw-redirect" title="Continuous probability distribution">Continuous data</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Central_tendency" title="Central tendency">Center</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Mean" title="Mean">Mean</a> <ul><li><a href="/wiki/Arithmetic_mean" title="Arithmetic mean">Arithmetic</a></li> <li><a href="/wiki/Arithmetic%E2%80%93geometric_mean" title="Arithmetic–geometric mean">Arithmetic-Geometric</a></li> <li><a href="/wiki/Contraharmonic_mean" title="Contraharmonic mean">Contraharmonic</a></li> <li><a href="/wiki/Cubic_mean" title="Cubic mean">Cubic</a></li> <li><a href="/wiki/Generalized_mean" title="Generalized mean">Generalized/power</a></li> <li><a href="/wiki/Geometric_mean" title="Geometric mean">Geometric</a></li> <li><a href="/wiki/Harmonic_mean" title="Harmonic mean">Harmonic</a></li> <li><a href="/wiki/Heronian_mean" title="Heronian mean">Heronian</a></li> <li><a href="/wiki/Heinz_mean" title="Heinz mean">Heinz</a></li> <li><a href="/wiki/Lehmer_mean" title="Lehmer mean">Lehmer</a></li></ul></li> <li><a href="/wiki/Median" title="Median">Median</a></li> <li><a href="/wiki/Mode_(statistics)" title="Mode (statistics)">Mode</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Statistical_dispersion" title="Statistical dispersion">Dispersion</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Average_absolute_deviation" title="Average absolute deviation">Average absolute deviation</a></li> <li><a href="/wiki/Coefficient_of_variation" title="Coefficient of variation">Coefficient of variation</a></li> <li><a href="/wiki/Interquartile_range" title="Interquartile range">Interquartile range</a></li> <li><a href="/wiki/Percentile" title="Percentile">Percentile</a></li> <li><a href="/wiki/Range_(statistics)" title="Range (statistics)">Range</a></li> <li><a href="/wiki/Standard_deviation" title="Standard deviation">Standard deviation</a></li> <li><a href="/wiki/Variance#Sample_variance" title="Variance">Variance</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Shape_of_the_distribution" class="mw-redirect" title="Shape of the distribution">Shape</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Central_limit_theorem" title="Central limit theorem">Central limit theorem</a></li> <li><a href="/wiki/Moment_(mathematics)" title="Moment (mathematics)">Moments</a> <ul><li><a href="/wiki/Kurtosis" title="Kurtosis">Kurtosis</a></li> <li><a href="/wiki/L-moment" title="L-moment">L-moments</a></li> <li><a href="/wiki/Skewness" title="Skewness">Skewness</a></li></ul></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Count_data" title="Count data">Count data</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Index_of_dispersion" title="Index of dispersion">Index of dispersion</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Summary tables</th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Contingency_table" title="Contingency table">Contingency table</a></li> <li><a href="/wiki/Frequency_distribution" class="mw-redirect" title="Frequency distribution">Frequency distribution</a></li> <li><a href="/wiki/Grouped_data" title="Grouped data">Grouped data</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Dependence</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Partial_correlation" title="Partial correlation">Partial correlation</a></li> <li><a href="/wiki/Pearson_correlation_coefficient" title="Pearson correlation coefficient">Pearson product-moment correlation</a></li> <li><a class="mw-selflink selflink">Rank correlation</a> <ul><li><a href="/wiki/Kendall_rank_correlation_coefficient" title="Kendall rank correlation coefficient">Kendall's τ</a></li> <li><a href="/wiki/Spearman%27s_rank_correlation_coefficient" title="Spearman's rank correlation coefficient">Spearman's ρ</a></li></ul></li> <li><a href="/wiki/Scatter_plot" title="Scatter plot">Scatter plot</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Statistical_graphics" title="Statistical graphics">Graphics</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bar_chart" title="Bar chart">Bar chart</a></li> <li><a href="/wiki/Biplot" title="Biplot">Biplot</a></li> <li><a href="/wiki/Box_plot" title="Box plot">Box plot</a></li> <li><a href="/wiki/Control_chart" title="Control chart">Control chart</a></li> <li><a href="/wiki/Correlogram" title="Correlogram">Correlogram</a></li> <li><a href="/wiki/Fan_chart_(statistics)" title="Fan chart (statistics)">Fan chart</a></li> <li><a href="/wiki/Forest_plot" title="Forest plot">Forest plot</a></li> <li><a href="/wiki/Histogram" title="Histogram">Histogram</a></li> <li><a href="/wiki/Pie_chart" title="Pie chart">Pie chart</a></li> <li><a href="/wiki/Q%E2%80%93Q_plot" title="Q–Q plot">Q–Q plot</a></li> <li><a href="/wiki/Radar_chart" title="Radar chart">Radar chart</a></li> <li><a href="/wiki/Run_chart" title="Run chart">Run chart</a></li> <li><a href="/wiki/Scatter_plot" title="Scatter plot">Scatter plot</a></li> <li><a href="/wiki/Stem-and-leaf_display" title="Stem-and-leaf display">Stem-and-leaf display</a></li> <li><a href="/wiki/Violin_plot" title="Violin plot">Violin plot</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Data_collection" style="font-size:114%;margin:0 4em"><a href="/wiki/Data_collection" title="Data collection">Data collection</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Design_of_experiments" title="Design of experiments">Study design</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Effect_size" title="Effect size">Effect size</a></li> <li><a href="/wiki/Missing_data" title="Missing data">Missing data</a></li> <li><a href="/wiki/Optimal_design" class="mw-redirect" title="Optimal design">Optimal design</a></li> <li><a href="/wiki/Statistical_population" title="Statistical population">Population</a></li> <li><a href="/wiki/Replication_(statistics)" title="Replication (statistics)">Replication</a></li> <li><a href="/wiki/Sample_size_determination" title="Sample size determination">Sample size determination</a></li> <li><a href="/wiki/Statistic" title="Statistic">Statistic</a></li> <li><a href="/wiki/Statistical_power" class="mw-redirect" title="Statistical power">Statistical power</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Survey_methodology" title="Survey methodology">Survey methodology</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Sampling_(statistics)" title="Sampling (statistics)">Sampling</a> <ul><li><a href="/wiki/Cluster_sampling" title="Cluster sampling">Cluster</a></li> <li><a href="/wiki/Stratified_sampling" title="Stratified sampling">Stratified</a></li></ul></li> <li><a href="/wiki/Opinion_poll" title="Opinion poll">Opinion poll</a></li> <li><a href="/wiki/Questionnaire" title="Questionnaire">Questionnaire</a></li> <li><a href="/wiki/Standard_error" title="Standard error">Standard error</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Experiment" title="Experiment">Controlled experiments</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Blocking_(statistics)" title="Blocking (statistics)">Blocking</a></li> <li><a href="/wiki/Factorial_experiment" title="Factorial experiment">Factorial experiment</a></li> <li><a href="/wiki/Interaction_(statistics)" title="Interaction (statistics)">Interaction</a></li> <li><a href="/wiki/Random_assignment" title="Random assignment">Random assignment</a></li> <li><a href="/wiki/Randomized_controlled_trial" title="Randomized controlled trial">Randomized controlled trial</a></li> <li><a href="/wiki/Randomized_experiment" title="Randomized experiment">Randomized experiment</a></li> <li><a href="/wiki/Scientific_control" title="Scientific control">Scientific control</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Adaptive designs</th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Adaptive_clinical_trial" class="mw-redirect" title="Adaptive clinical trial">Adaptive clinical trial</a></li> <li><a href="/wiki/Stochastic_approximation" title="Stochastic approximation">Stochastic approximation</a></li> <li><a href="/wiki/Up-and-Down_Designs" class="mw-redirect" title="Up-and-Down Designs">Up-and-down designs</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Observational_study" title="Observational study">Observational studies</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cohort_study" title="Cohort study">Cohort study</a></li> <li><a href="/wiki/Cross-sectional_study" title="Cross-sectional study">Cross-sectional study</a></li> <li><a href="/wiki/Natural_experiment" title="Natural experiment">Natural experiment</a></li> <li><a href="/wiki/Quasi-experiment" title="Quasi-experiment">Quasi-experiment</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Statistical_inference" style="font-size:114%;margin:0 4em"><a href="/wiki/Statistical_inference" title="Statistical inference">Statistical inference</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Statistical_theory" title="Statistical theory">Statistical theory</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Population_(statistics)" class="mw-redirect" title="Population (statistics)">Population</a></li> <li><a href="/wiki/Statistic" title="Statistic">Statistic</a></li> <li><a href="/wiki/Probability_distribution" title="Probability distribution">Probability distribution</a></li> <li><a href="/wiki/Sampling_distribution" title="Sampling distribution">Sampling distribution</a> <ul><li><a href="/wiki/Order_statistic" title="Order statistic">Order statistic</a></li></ul></li> <li><a href="/wiki/Empirical_distribution_function" title="Empirical distribution function">Empirical distribution</a> <ul><li><a href="/wiki/Density_estimation" title="Density estimation">Density estimation</a></li></ul></li> <li><a href="/wiki/Statistical_model" title="Statistical model">Statistical model</a> <ul><li><a href="/wiki/Model_specification" class="mw-redirect" title="Model specification">Model specification</a></li> <li><a href="/wiki/Lp_space" title="Lp space">L<sup><i>p</i></sup> space</a></li></ul></li> <li><a href="/wiki/Statistical_parameter" title="Statistical parameter">Parameter</a> <ul><li><a href="/wiki/Location_parameter" title="Location parameter">location</a></li> <li><a href="/wiki/Scale_parameter" title="Scale parameter">scale</a></li> <li><a href="/wiki/Shape_parameter" title="Shape parameter">shape</a></li></ul></li> <li><a href="/wiki/Parametric_statistics" title="Parametric statistics">Parametric family</a> <ul><li><a href="/wiki/Likelihood_function" title="Likelihood function">Likelihood</a> <a href="/wiki/Monotone_likelihood_ratio" title="Monotone likelihood ratio"><span style="font-size:85%;">(monotone)</span></a></li> <li><a href="/wiki/Location%E2%80%93scale_family" title="Location–scale family">Location–scale family</a></li> <li><a href="/wiki/Exponential_family" title="Exponential family">Exponential family</a></li></ul></li> <li><a href="/wiki/Completeness_(statistics)" title="Completeness (statistics)">Completeness</a></li> <li><a href="/wiki/Sufficient_statistic" title="Sufficient statistic">Sufficiency</a></li> <li><a href="/wiki/Plug-in_principle" class="mw-redirect" title="Plug-in principle">Statistical functional</a> <ul><li><a href="/wiki/Bootstrapping_(statistics)" title="Bootstrapping (statistics)">Bootstrap</a></li> <li><a href="/wiki/U-statistic" title="U-statistic">U</a></li> <li><a href="/wiki/V-statistic" title="V-statistic">V</a></li></ul></li> <li><a href="/wiki/Optimal_decision" title="Optimal decision">Optimal decision</a> <ul><li><a href="/wiki/Loss_function" title="Loss function">loss function</a></li></ul></li> <li><a href="/wiki/Efficiency_(statistics)" title="Efficiency (statistics)">Efficiency</a></li> <li><a href="/wiki/Statistical_distance" title="Statistical distance">Statistical distance</a> <ul><li><a href="/wiki/Divergence_(statistics)" title="Divergence (statistics)">divergence</a></li></ul></li> <li><a href="/wiki/Asymptotic_theory_(statistics)" title="Asymptotic theory (statistics)">Asymptotics</a></li> <li><a href="/wiki/Robust_statistics" title="Robust statistics">Robustness</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Frequentist_inference" title="Frequentist inference">Frequentist inference</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Point_estimation" title="Point estimation">Point estimation</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Estimating_equations" title="Estimating equations">Estimating equations</a> <ul><li><a href="/wiki/Maximum_likelihood" class="mw-redirect" title="Maximum likelihood">Maximum likelihood</a></li> <li><a href="/wiki/Method_of_moments_(statistics)" title="Method of moments (statistics)">Method of moments</a></li> <li><a href="/wiki/M-estimator" title="M-estimator">M-estimator</a></li> <li><a href="/wiki/Minimum_distance_estimation" class="mw-redirect" title="Minimum distance estimation">Minimum distance</a></li></ul></li> <li><a href="/wiki/Bias_of_an_estimator" title="Bias of an estimator">Unbiased estimators</a> <ul><li><a href="/wiki/Minimum-variance_unbiased_estimator" title="Minimum-variance unbiased estimator">Mean-unbiased minimum-variance</a> <ul><li><a href="/wiki/Rao%E2%80%93Blackwell_theorem" title="Rao–Blackwell theorem">Rao–Blackwellization</a></li> <li><a href="/wiki/Lehmann%E2%80%93Scheff%C3%A9_theorem" title="Lehmann–Scheffé theorem">Lehmann–Scheffé theorem</a></li></ul></li> <li><a href="/wiki/Median-unbiased_estimator" class="mw-redirect" title="Median-unbiased estimator">Median unbiased</a></li></ul></li> <li><a href="/wiki/Plug-in_principle" class="mw-redirect" title="Plug-in principle">Plug-in</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Interval_estimation" title="Interval estimation">Interval estimation</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Confidence_interval" title="Confidence interval">Confidence interval</a></li> <li><a href="/wiki/Pivotal_quantity" title="Pivotal quantity">Pivot</a></li> <li><a href="/wiki/Likelihood_interval" class="mw-redirect" title="Likelihood interval">Likelihood interval</a></li> <li><a href="/wiki/Prediction_interval" title="Prediction interval">Prediction interval</a></li> <li><a href="/wiki/Tolerance_interval" title="Tolerance interval">Tolerance interval</a></li> <li><a href="/wiki/Resampling_(statistics)" title="Resampling (statistics)">Resampling</a> <ul><li><a href="/wiki/Bootstrapping_(statistics)" title="Bootstrapping (statistics)">Bootstrap</a></li> <li><a href="/wiki/Jackknife_resampling" title="Jackknife resampling">Jackknife</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Statistical_hypothesis_testing" class="mw-redirect" title="Statistical hypothesis testing">Testing hypotheses</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/One-_and_two-tailed_tests" title="One- and two-tailed tests">1- & 2-tails</a></li> <li><a href="/wiki/Power_(statistics)" title="Power (statistics)">Power</a> <ul><li><a href="/wiki/Uniformly_most_powerful_test" title="Uniformly most powerful test">Uniformly most powerful test</a></li></ul></li> <li><a href="/wiki/Permutation_test" title="Permutation test">Permutation test</a> <ul><li><a href="/wiki/Randomization_test" class="mw-redirect" title="Randomization test">Randomization test</a></li></ul></li> <li><a href="/wiki/Multiple_comparisons" class="mw-redirect" title="Multiple comparisons">Multiple comparisons</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Parametric_statistics" title="Parametric statistics">Parametric tests</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Likelihood-ratio_test" title="Likelihood-ratio test">Likelihood-ratio</a></li> <li><a href="/wiki/Score_test" title="Score test">Score/Lagrange multiplier</a></li> <li><a href="/wiki/Wald_test" title="Wald test">Wald</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/List_of_statistical_tests" title="List of statistical tests">Specific tests</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><td colspan="2" class="navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Z-test" title="Z-test"><i>Z</i>-test <span style="font-size:85%;">(normal)</span></a></li> <li><a href="/wiki/Student%27s_t-test" title="Student's t-test">Student's <i>t</i>-test</a></li> <li><a href="/wiki/F-test" title="F-test"><i>F</i>-test</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Goodness_of_fit" title="Goodness of fit">Goodness of fit</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Chi-squared_test" title="Chi-squared test">Chi-squared</a></li> <li><a href="/wiki/G-test" title="G-test"><i>G</i>-test</a></li> <li><a href="/wiki/Kolmogorov%E2%80%93Smirnov_test" title="Kolmogorov–Smirnov test">Kolmogorov–Smirnov</a></li> <li><a href="/wiki/Anderson%E2%80%93Darling_test" title="Anderson–Darling test">Anderson–Darling</a></li> <li><a href="/wiki/Lilliefors_test" title="Lilliefors test">Lilliefors</a></li> <li><a href="/wiki/Jarque%E2%80%93Bera_test" title="Jarque–Bera test">Jarque–Bera</a></li> <li><a href="/wiki/Shapiro%E2%80%93Wilk_test" title="Shapiro–Wilk test">Normality <span style="font-size:85%;">(Shapiro–Wilk)</span></a></li> <li><a href="/wiki/Likelihood-ratio_test" title="Likelihood-ratio test">Likelihood-ratio test</a></li> <li><a href="/wiki/Model_selection" title="Model selection">Model selection</a> <ul><li><a href="/wiki/Cross-validation_(statistics)" title="Cross-validation (statistics)">Cross validation</a></li> <li><a href="/wiki/Akaike_information_criterion" title="Akaike information criterion">AIC</a></li> <li><a href="/wiki/Bayesian_information_criterion" title="Bayesian information criterion">BIC</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Rank_statistics" class="mw-redirect" title="Rank statistics">Rank statistics</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Sign_test" title="Sign test">Sign</a> <ul><li><a href="/wiki/Sample_median" class="mw-redirect" title="Sample median">Sample median</a></li></ul></li> <li><a href="/wiki/Wilcoxon_signed-rank_test" title="Wilcoxon signed-rank test">Signed rank <span style="font-size:85%;">(Wilcoxon)</span></a> <ul><li><a href="/wiki/Hodges%E2%80%93Lehmann_estimator" title="Hodges–Lehmann estimator">Hodges–Lehmann estimator</a></li></ul></li> <li><a href="/wiki/Mann%E2%80%93Whitney_U_test" title="Mann–Whitney U test">Rank sum <span style="font-size:85%;">(Mann–Whitney)</span></a></li> <li><a href="/wiki/Nonparametric_statistics" title="Nonparametric statistics">Nonparametric</a> <a href="/wiki/Analysis_of_variance" title="Analysis of variance">anova</a> <ul><li><a href="/wiki/Kruskal%E2%80%93Wallis_test" title="Kruskal–Wallis test">1-way <span style="font-size:85%;">(Kruskal–Wallis)</span></a></li> <li><a href="/wiki/Friedman_test" title="Friedman test">2-way <span style="font-size:85%;">(Friedman)</span></a></li> <li><a href="/wiki/Jonckheere%27s_trend_test" title="Jonckheere's trend test">Ordered alternative <span style="font-size:85%;">(Jonckheere–Terpstra)</span></a></li></ul></li> <li><a href="/wiki/Van_der_Waerden_test" title="Van der Waerden test">Van der Waerden test</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Bayesian_inference" title="Bayesian inference">Bayesian inference</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bayesian_probability" title="Bayesian probability">Bayesian probability</a> <ul><li><a href="/wiki/Prior_probability" title="Prior probability">prior</a></li> <li><a href="/wiki/Posterior_probability" title="Posterior probability">posterior</a></li></ul></li> <li><a href="/wiki/Credible_interval" title="Credible interval">Credible interval</a></li> <li><a href="/wiki/Bayes_factor" title="Bayes factor">Bayes factor</a></li> <li><a href="/wiki/Bayes_estimator" title="Bayes estimator">Bayesian estimator</a> <ul><li><a href="/wiki/Maximum_a_posteriori_estimation" title="Maximum a posteriori estimation">Maximum posterior estimator</a></li></ul></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="CorrelationRegression_analysis" style="font-size:114%;margin:0 4em"><div class="hlist"><ul><li><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Correlation</a></li><li><a href="/wiki/Regression_analysis" title="Regression analysis">Regression analysis</a></li></ul></div></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Correlation</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Pearson_product-moment_correlation_coefficient" class="mw-redirect" title="Pearson product-moment correlation coefficient">Pearson product-moment</a></li> <li><a href="/wiki/Partial_correlation" title="Partial correlation">Partial correlation</a></li> <li><a href="/wiki/Confounding" title="Confounding">Confounding variable</a></li> <li><a href="/wiki/Coefficient_of_determination" title="Coefficient of determination">Coefficient of determination</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Regression_analysis" title="Regression analysis">Regression analysis</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Errors_and_residuals" title="Errors and residuals">Errors and residuals</a></li> <li><a href="/wiki/Regression_validation" title="Regression validation">Regression validation</a></li> <li><a href="/wiki/Mixed_model" title="Mixed model">Mixed effects models</a></li> <li><a href="/wiki/Simultaneous_equations_model" title="Simultaneous equations model">Simultaneous equations models</a></li> <li><a href="/wiki/Multivariate_adaptive_regression_splines" class="mw-redirect" title="Multivariate adaptive regression splines">Multivariate adaptive regression splines (MARS)</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Linear_regression" title="Linear regression">Linear regression</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Simple_linear_regression" title="Simple linear regression">Simple linear regression</a></li> <li><a href="/wiki/Ordinary_least_squares" title="Ordinary least squares">Ordinary least squares</a></li> <li><a href="/wiki/General_linear_model" title="General linear model">General linear model</a></li> <li><a href="/wiki/Bayesian_linear_regression" title="Bayesian linear regression">Bayesian regression</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Non-standard predictors</th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Nonlinear_regression" title="Nonlinear regression">Nonlinear regression</a></li> <li><a href="/wiki/Nonparametric_regression" title="Nonparametric regression">Nonparametric</a></li> <li><a href="/wiki/Semiparametric_regression" title="Semiparametric regression">Semiparametric</a></li> <li><a href="/wiki/Isotonic_regression" title="Isotonic regression">Isotonic</a></li> <li><a href="/wiki/Robust_regression" title="Robust regression">Robust</a></li> <li><a href="/wiki/Heteroscedasticity" class="mw-redirect" title="Heteroscedasticity">Heteroscedasticity</a></li> <li><a href="/wiki/Homoscedasticity" class="mw-redirect" title="Homoscedasticity">Homoscedasticity</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Generalized_linear_model" title="Generalized linear model">Generalized linear model</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Exponential_family" title="Exponential family">Exponential families</a></li> <li><a href="/wiki/Logistic_regression" title="Logistic regression">Logistic <span style="font-size:85%;">(Bernoulli)</span></a> / <a href="/wiki/Binomial_regression" title="Binomial regression">Binomial</a> / <a href="/wiki/Poisson_regression" title="Poisson regression">Poisson regressions</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Partition_of_sums_of_squares" title="Partition of sums of squares">Partition of variance</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Analysis_of_variance" title="Analysis of variance">Analysis of variance (ANOVA, anova)</a></li> <li><a href="/wiki/Analysis_of_covariance" title="Analysis of covariance">Analysis of covariance</a></li> <li><a href="/wiki/Multivariate_analysis_of_variance" title="Multivariate analysis of variance">Multivariate ANOVA</a></li> <li><a href="/wiki/Degrees_of_freedom_(statistics)" title="Degrees of freedom (statistics)">Degrees of freedom</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Categorical_/_Multivariate_/_Time-series_/_Survival_analysis" style="font-size:114%;margin:0 4em"><a href="/wiki/Categorical_variable" title="Categorical variable">Categorical</a> / <a href="/wiki/Multivariate_statistics" title="Multivariate statistics">Multivariate</a> / <a href="/wiki/Time_series" title="Time series">Time-series</a> / <a href="/wiki/Survival_analysis" title="Survival analysis">Survival analysis</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Categorical_variable" title="Categorical variable">Categorical</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cohen%27s_kappa" title="Cohen's kappa">Cohen's kappa</a></li> <li><a href="/wiki/Contingency_table" title="Contingency table">Contingency table</a></li> <li><a href="/wiki/Graphical_model" title="Graphical model">Graphical model</a></li> <li><a href="/wiki/Poisson_regression" title="Poisson regression">Log-linear model</a></li> <li><a href="/wiki/McNemar%27s_test" title="McNemar's test">McNemar's test</a></li> <li><a href="/wiki/Cochran%E2%80%93Mantel%E2%80%93Haenszel_statistics" title="Cochran–Mantel–Haenszel statistics">Cochran–Mantel–Haenszel statistics</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Multivariate_statistics" title="Multivariate statistics">Multivariate</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/General_linear_model" title="General linear model">Regression</a></li> <li><a href="/wiki/Multivariate_analysis_of_variance" title="Multivariate analysis of variance">Manova</a></li> <li><a href="/wiki/Principal_component_analysis" title="Principal component analysis">Principal components</a></li> <li><a href="/wiki/Canonical_correlation" title="Canonical correlation">Canonical correlation</a></li> <li><a href="/wiki/Linear_discriminant_analysis" title="Linear discriminant analysis">Discriminant analysis</a></li> <li><a href="/wiki/Cluster_analysis" title="Cluster analysis">Cluster analysis</a></li> <li><a href="/wiki/Statistical_classification" title="Statistical classification">Classification</a></li> <li><a href="/wiki/Structural_equation_modeling" title="Structural equation modeling">Structural equation model</a> <ul><li><a href="/wiki/Factor_analysis" title="Factor analysis">Factor analysis</a></li></ul></li> <li><a href="/wiki/Multivariate_distribution" class="mw-redirect" title="Multivariate distribution">Multivariate distributions</a> <ul><li><a href="/wiki/Elliptical_distribution" title="Elliptical distribution">Elliptical distributions</a> <ul><li><a href="/wiki/Multivariate_normal_distribution" title="Multivariate normal distribution">Normal</a></li></ul></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Time_series" title="Time series">Time-series</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">General</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Decomposition_of_time_series" title="Decomposition of time series">Decomposition</a></li> <li><a href="/wiki/Trend_estimation" class="mw-redirect" title="Trend estimation">Trend</a></li> <li><a href="/wiki/Stationary_process" title="Stationary process">Stationarity</a></li> <li><a href="/wiki/Seasonal_adjustment" title="Seasonal adjustment">Seasonal adjustment</a></li> <li><a href="/wiki/Exponential_smoothing" title="Exponential smoothing">Exponential smoothing</a></li> <li><a href="/wiki/Cointegration" title="Cointegration">Cointegration</a></li> <li><a href="/wiki/Structural_break" title="Structural break">Structural break</a></li> <li><a href="/wiki/Granger_causality" title="Granger causality">Granger causality</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">Specific tests</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Dickey%E2%80%93Fuller_test" title="Dickey–Fuller test">Dickey–Fuller</a></li> <li><a href="/wiki/Johansen_test" title="Johansen test">Johansen</a></li> <li><a href="/wiki/Ljung%E2%80%93Box_test" title="Ljung–Box test">Q-statistic <span style="font-size:85%;">(Ljung–Box)</span></a></li> <li><a href="/wiki/Durbin%E2%80%93Watson_statistic" title="Durbin–Watson statistic">Durbin–Watson</a></li> <li><a href="/wiki/Breusch%E2%80%93Godfrey_test" title="Breusch–Godfrey test">Breusch–Godfrey</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Time_domain" title="Time domain">Time domain</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Autocorrelation" title="Autocorrelation">Autocorrelation (ACF)</a> <ul><li><a href="/wiki/Partial_autocorrelation_function" title="Partial autocorrelation function">partial (PACF)</a></li></ul></li> <li><a href="/wiki/Cross-correlation" title="Cross-correlation">Cross-correlation (XCF)</a></li> <li><a href="/wiki/Autoregressive%E2%80%93moving-average_model" class="mw-redirect" title="Autoregressive–moving-average model">ARMA model</a></li> <li><a href="/wiki/Box%E2%80%93Jenkins_method" title="Box–Jenkins method">ARIMA model <span style="font-size:85%;">(Box–Jenkins)</span></a></li> <li><a href="/wiki/Autoregressive_conditional_heteroskedasticity" title="Autoregressive conditional heteroskedasticity">Autoregressive conditional heteroskedasticity (ARCH)</a></li> <li><a href="/wiki/Vector_autoregression" title="Vector autoregression">Vector autoregression (VAR)</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Frequency_domain" title="Frequency domain">Frequency domain</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Spectral_density_estimation" title="Spectral density estimation">Spectral density estimation</a></li> <li><a href="/wiki/Fourier_analysis" title="Fourier analysis">Fourier analysis</a></li> <li><a href="/wiki/Least-squares_spectral_analysis" title="Least-squares spectral analysis">Least-squares spectral analysis</a></li> <li><a href="/wiki/Wavelet" title="Wavelet">Wavelet</a></li> <li><a href="/wiki/Whittle_likelihood" title="Whittle likelihood">Whittle likelihood</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Survival_analysis" title="Survival analysis">Survival</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Survival_function" title="Survival function">Survival function</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Kaplan%E2%80%93Meier_estimator" title="Kaplan–Meier estimator">Kaplan–Meier estimator (product limit)</a></li> <li><a href="/wiki/Proportional_hazards_model" title="Proportional hazards model">Proportional hazards models</a></li> <li><a href="/wiki/Accelerated_failure_time_model" title="Accelerated failure time model">Accelerated failure time (AFT) model</a></li> <li><a href="/wiki/First-hitting-time_model" title="First-hitting-time model">First hitting time</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Failure_rate" title="Failure rate">Hazard function</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Nelson%E2%80%93Aalen_estimator" title="Nelson–Aalen estimator">Nelson–Aalen estimator</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">Test</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Log-rank_test" class="mw-redirect" title="Log-rank test">Log-rank test</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Applications" style="font-size:114%;margin:0 4em"><a href="/wiki/List_of_fields_of_application_of_statistics" title="List of fields of application of statistics">Applications</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Biostatistics" title="Biostatistics">Biostatistics</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bioinformatics" title="Bioinformatics">Bioinformatics</a></li> <li><a href="/wiki/Clinical_trial" title="Clinical trial">Clinical trials</a> / <a href="/wiki/Clinical_study_design" title="Clinical study design">studies</a></li> <li><a href="/wiki/Epidemiology" title="Epidemiology">Epidemiology</a></li> <li><a href="/wiki/Medical_statistics" title="Medical statistics">Medical statistics</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Engineering_statistics" title="Engineering statistics">Engineering statistics</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div 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