A quick question on Spearman's rank correlation coefficient

AI Thread Summary
Spearman's rank correlation coefficient does not require the data to be drawn from a bivariate normal distribution for hypothesis testing. This flexibility allows it to be applied to non-parametric data, making it suitable for a wider range of datasets. In contrast, the product moment correlation coefficient does have this requirement. The discussion emphasizes that Spearman's method can handle various data types effectively. Overall, Spearman's rank correlation is a robust tool for assessing relationships without strict distribution assumptions.
Just some guy
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Hi,

I was just wondering about spearman's rank correlation coefficient hypothesis tests - for these to be valid does the data in the sample have to be drawn from a bivariate normal distribution or does that only apply to the product moment correlation coefficient?

Cheers,
Just some guy
 
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As far as I understand, the data can be anything.

http://en.wikipedia.org/wiki/Spearman's_rank_correlation_coefficient (look under "Determining significance").
 

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