1. Nicole Seaman

    YouTube T5-06: Rank Correlations: Spearman's and Kendall's Tau

    In this video, we will briefly review the Pearson correlation coefficient. Of course, that's the most popular measure of correlation, but mostly just so we have a baseline to compare to the two measures of rank correlations. Specifically, we will look at the Spearman's rank correlation and...
  2. A

    Chapter 8 - Statistical Correlation models

    Hi I had certain queries related to the following 1.Pearson's correlation with expected values Consider sample data set Probability Returns ( X) Returns (Y) O.1 15 % 8% 0.2 - 10 % -5 % 0.3 10 % 7% 0.4...
  3. Nicole Seaman

    P2.T5.704. Cardinal and ordinal (rank) correlation measures

    Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than's typical question such that the intended difficulty level is nearer to an...