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This calculator computes measures of association between paired variables, and the associated statistical significance. Pearson, Spearman, and Kendall correlation measures are all computed. Enter up to 20 paired observations.

Data

XY

Summary

N =

Pearson r Test

r =
P(r' < r) = , P(r' > r) =

Spearman ρ Test

ρ =
P(ρ' < ρ) = , P(ρ' > ρ) =

Kendall τ Test

τ =
P(τ' < τ) = , P(τ' > τ) =

The Meta.Numerics statistics library allows you to perform these and other operations on bi-variate and multi-variate data sets.