Correlation

::This article is about the correlation coefficient between two random variables. The term correlation can also mean the cross-correlation of two functions or electron correlation in molecular systems.

Non-parametric correlation coefficients

Pearson's correlation coefficient is a parametric statistic, and it may be less useful if the underlying assumption of normality is violated. Non-parametric correlation methods, such as Spearman's ρ and Kendall's τ may be useful when distributions are not normal; they are a little less powerful than parametric methods if the assumptions underlying the latter are met, but are less likely to give distorted results when the assumptions fail.

Related Topics:
Parametric statistic - Non-parametric - Spearman's ρ - Kendall's τ

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