Document Type

Article

Publication Title

Journal of Modern Applied Statistical Methods

Publication Date

11-2007

Volume

6

Issue

2

Disciplines

Mathematics

Abstract

A generalized method of defining and interpreting correlation coefficients is given. Seven correlation coefficients are defined — three for continuous data and four on the ranks of the data. A quick calculation of the rank based correlation coefficients using a 0-1 graph-matrix is shown. Examples and comparisons are given.

Keywords

Pearson, Spearman, Kendall, Gini, Greatest Deviation, median, absolute value, nonparametrics, correlation, tied values

DOI

10.22237/jmasm/1193890500

Comments

This Regular Article is brought to you for free and open access by the Open Access Journals at DigitalCommons@WayneState.

Rights

© 2007 JMASM, Inc.

Included in

Mathematics Commons

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