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Pearson correlation. Pearson correlation is a test to determine the degree of correlation (association) between two variables. The requirements of the test are: Two variables measured on a continuous scale. Variables are from a population with a bivariate normal distribution. Definition: The Spearman’s Rank Correlation Coefficient is the non-parametric statistical measure used to study the strength of association between the two ranked variables. This method is applied to the ordinal set of numbers, which can be arranged in order, i.e. One after the other so that ranks can be given to each.
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Main article:There are several other numerical measures that quantify the extent of between pairs of observations. The most common of these is the, which is a similar correlation method to Spearman's rank, that measures the “linear” relationships between the raw numbers rather than between their ranks.An alternative name for the Spearman is the “grade correlation”; in this, the “rank” of an observation is replaced by the “grade”.
In continuous distributions, the grade of an observation is, by convention, always one half less than the rank, and hence the grade and rank correlations are the same in this case. More generally, the “grade” of an observation is proportional to an estimate of the fraction of a population less than a given value, with the half-observation adjustment at observed values. Thus this corresponds to one possible treatment of tied ranks. While unusual, the term “grade correlation” is still in use. Interpretation Positive and negative Spearman rank correlations.