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Student Support Forum: 'spearman correlation' topicStudent Support Forum > General > "spearman correlation"

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Michael
11/19/12 9:17pm

You can use the Student t-distribution as a approximation, with

t = r * Sqrt[(n-2)/(1-r^2)] ,

where n-2 = degrees of freedom.

Mathematica doesn't seem to have the p-value built in (yet).

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Subject (listing for 'spearman correlation')
Author Date Posted
spearman correlation Caroline 11/19/12 08:08am
Re: spearman correlation Michael 11/19/12 9:17pm
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