浅谈等级相关系数与斯皮尔曼等级相关系数

The Relationship of Rank Correlation Coefficient and Spearman Rank Correlation Coefficient

针对目前很多专著中将等级相关系数和斯皮尔曼等级相关系数混为一谈的情况,指出两者存在区别,并从数学上严格加以证明,提出了两种计算公式相等的唯一性条件,最后指出两者之间的关系。

In many cases, people used to equal rank correlation coefficient to Spearman rank correlation coefficient, but the latter one is only the special case of the former. The paper compares the two kinds of rank correlation coefficient through an example, and proves the existence of difference in theory.