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单词 Spearman rank correlation coefficient
释义
Spearman rank correlation coefficient

Statistics
  • Alternative name for Spearman’s rho.


Economics
  • A distribution-free statistic measuring the degree of monotone association between two variables defined by

    r=16i=1Ndi2/(N(N21))

    where N is the number of pairs of observations and d is the difference in statistical ranks of the two variables in every pair.


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