Rank Correlation

A rank correlation coefficient is a coefficient of correlation between two random variables that is based on the ranks of the measurements and not the actual values; for example, see Spearman R, Kendall tau, Gamma. Detailed discussions of rank correlations can be found in Hays (1981), Kendall (1948, 1975), Everitt (1977), and Siegel and Castellan (1988). See also, Nonparametric Statistics.