Statistical Modeling & Regression · Non-Parametric Statistics

Nonparametric statistics: Measures of association and correlation · Advanced manual

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction Inferential Statistics · Advanced Reference Manual

Overview

Topics covered

  • Introduction
  • Non-Parametric Correlation and Association
  • Axiomatic Foundations of Non-Parametric Association
  • Linear Dependence vs. Monotonic Dependence
  • The Transformation to Range Space
  • Spearman's Rank Correlation Coefficient ( )

Related concepts

Main connections

  • Non-parametric tests
  • Variance & standard deviation
  • Linear algebra & matrices
  • Hypothesis testing
  • Conditional probability & independence
  • Calculus & differentiation

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

R(xi)=1+∑j≠inI(xj<xi)
View LaTeX sourceR(x_i) = 1 + \sum_{j \neq i}^{n} I(x_j < x_i)