| Title: | Mathematics at DEC |
| Moderator: | RUSURE::EDP |
| Created: | Mon Feb 03 1986 |
| Last Modified: | Fri Jun 06 1997 |
| Last Successful Update: | Fri Jun 06 1997 |
| Number of topics: | 2083 |
| Total number of notes: | 14613 |
I need to find out about some statistical tests and how they are performed. In particular about Wilcoxn and Spearman Tests. I do know Wilcoxn Tests but I have never heard about Spearman Tests. I looked into the Bronstein Book but no luck either. Can any of you guys give me some help as to what this test tests and how it is performed on a given data set? Thanks, Julian.
| T.R | Title | User | Personal Name | Date | Lines |
|---|---|---|---|---|---|
| 1485.1 | Keeping things in order | CORREO::BELDIN_R | Pull us together, not apart | Tue Aug 27 1991 08:24 | 11 |
There are several Spearman statistics, but the most publicized one is
the rank-order correlation. I don't have my reference materials at
hand, but my memory suggests it is just the calculation of the Pearson
Product Moment Correlation using the ranks of the data instead of their
quantitative values. There is also the Kendall's Tau Rank Order
Correlation based on the number of inversions of the ranks of one
series when another is naturally ordered. The problem with the
Spearman test is that such ideas as partial correlation and multiple
correlation have no analogues.
Dick
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| 1485.2 | Cf. Numerical Recipes | CIVAGE::LYNN | Lynn Yarbrough @WNP DTN 427-5663 | Thu Jan 02 1992 11:30 | 2 |
There is a relevant discussion (and code) on Spearman stats in "Numerical Recipes". Send mail for a copy of the codes. | |||||