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  2. Rank correlation - Wikipedia

    en.wikipedia.org/wiki/Rank_correlation

    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. 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.

  3. Spearman's rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Spearman's_rank_correlation...

    For streaming data, when a new observation arrives, the appropriate [,] element is incremented. The Spearman's rank correlation can then be computed, based on the count matrix , using linear algebra operations (Algorithm 2 [18]). Note that for discrete random variables, no discretization procedure is necessary.

  4. Goodman and Kruskal's gamma - Wikipedia

    en.wikipedia.org/wiki/Goodman_and_Kruskal's_gamma

    In statistics, Goodman and Kruskal's gamma is a measure of rank correlation, i.e., the similarity of the orderings of the data when ranked by each of the quantities. It measures the strength of association of the cross tabulated data when both variables are measured at the ordinal level. It makes no adjustment for either table size or ties.

  5. Kendall rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Kendall_rank_correlation...

    The first such algorithm [19] presents an approximation to the Kendall rank correlation coefficient based on coarsening the joint distribution of the random variables. Non-stationary data is treated via a moving window approach.

  6. Kendall's W - Wikipedia

    en.wikipedia.org/wiki/Kendall's_W

    Kendall's W (also known as Kendall's coefficient of concordance) is a non-parametric statistic for rank correlation.It is a normalization of the statistic of the Friedman test, and can be used for assessing agreement among raters and in particular inter-rater reliability.

  7. Ranking (statistics) - Wikipedia

    en.wikipedia.org/wiki/Ranking_(statistics)

    In statistics, ranking is the data transformation in which numerical or ordinal values are replaced by their rank when the data are sorted.. For example, if the numerical data 3.4, 5.1, 2.6, 7.3 are observed, the ranks of these data items would be 2, 3, 1 and 4 respectively.

  8. ANOVA on ranks - Wikipedia

    en.wikipedia.org/wiki/ANOVA_on_ranks

    Ranking is one of many procedures used to transform data that do not meet the assumptions of normality. Conover and Iman provided a review of the four main types of rank transformations (RT). [1] One method replaces each original data value by its rank (from 1 for the smallest to N for the largest). This rank-based procedure has been ...

  9. Jonckheere's trend test - Wikipedia

    en.wikipedia.org/wiki/Jonckheere's_Trend_Test

    This may be verified by substituting 11 mph in place of 12 mph in the Bumped sample, and 19 mph in place of 20 mph in the Smashed and re-computing the test statistic. From tables with k = 3, and m = 4, the critical S value for α = 0.05 is 36 and thus the result would be declared statistically significant at this level.