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A quick question on Spearman's rank correlation coefficient

  1. Dec 22, 2005 #1
    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
     
  2. jcsd
  3. Sep 7, 2007 #2

    EnumaElish

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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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