Spearman's rank correlation coefficient

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In statistics, Spearman's rank correlation coefficient or Spearman's ρ is a number ranging from −1 to 1 that indicates how strongly two sets of ranks are correlated. It is used in situations where the ranking of a dataset is important, for instance in sports. If a statistician wanted to know whether people who are high ranking in sprinting are also high ranking in long-distance running, they would use a Spearman rank correlation coefficient. The coefficient is named after Charles Spearman and often denoted by the Greek letter ρ {\displaystyle \rho } (rho) or as r s {\displaystyle r_{s}} . It is a nonparametric measure of rank correlation (statistical dependence between the rankings of two variables). It assesses how well the relationship between two variables can be described using a monotonic function. The Spearman correlation between two variables...

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