järjekorrakorrelatsiooni

Järjekorrakorrelatsioon, also known as rank correlation, is a statistical measure that assesses the strength and direction of a monotonic relationship between two ranked variables. Unlike Pearson correlation, which measures linear relationships, rank correlation is suitable for non-linear but monotonic associations where the direction of the relationship is consistent, even if not strictly linear. This means that as one variable increases, the other variable tends to increase or decrease consistently, but not necessarily at a constant rate.

The most common types of rank correlation coefficients are Spearman's rank correlation coefficient (ρ or rho) and Kendall's rank correlation coefficient (τ or tau). Spearman's rho is calculated by first ranking the data for each variable and then applying the Pearson correlation formula to these ranks. Kendall's tau is based on the number of concordant and discordant pairs of observations. A concordant pair is one where the ranks for both variables are in the same order, while a discordant pair has ranks in opposite orders.

Rank correlation coefficients range from -1 to +1. A value of +1 indicates a perfect positive monotonic relationship, meaning as one variable's rank increases, the other variable's rank also increases perfectly. A value of -1 signifies a perfect negative monotonic relationship, where as one variable's rank increases, the other's decreases perfectly. A value of 0 suggests no monotonic relationship between the variables. Rank correlation is less sensitive to outliers than Pearson correlation because it operates on ranks rather than raw data values. It is often used when data is ordinal or when assumptions for parametric tests are not met.