Spearman秩相关系数计算器

计算Spearman秩相关系数,衡量两个变量之间的单调关系强度和方向,适用于有序数据的非参数相关分析。

Spearman rho

0.878788

Spearman rho vs Number of Pairs

公式

Spearman Rank Correlation

rho = 1 - 6*Sum(d^2)/[n(n^2-1)]

Measures monotonic relationship between ranked variables.

计算示例

10 pairs, Sum d^2=20.

  1. 01rho = 1 - 120/990 = 0.8788

常见问题

When vs Pearson?

When data are ordinal or non-linear monotonic.

Range?

-1 to +1.

Strong?

|rho| > 0.7 is strong.

学习

Understanding the Normal Distribution

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