AI engineering glossary · Statistics inference
What is spearman rank correlation?
Spearman rank correlation: A correlation computed on the ranks of the values instead of the raw values. It captures any consistently rising or falling relationship, not only straight lines, and is less affected by outliers.
Spearman rank correlation: an example
Ranking 10 cities by both rent and salary and correlating the ranks gives a Spearman value close to 1 if the orderings match.
Related terms
More Statistics inference terms
- Standard error of the mean
- Statistic
- Statistical power
- Student's t-test
- t-distribution
- Test statistic
- Two-sample t-test
- Type I error
Where you learn it
Spearman rank correlation is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.