A nonparametric (distribution-free) rank statistic proposed by Spearman in 1904 as a measure of the strength of the
associations between two variables (Lehmann and D'Abrera 1998). The Spearman rank correlation coefficient can
be used to give an *R*-Estimate.

The Spearman rank correlation coefficient is defined by

(1) |

(2) |

The Variance, Kurtosis, and higher order Moments are

(3) | |||

(4) | |||

(5) |

Student was the first to obtain the Variance.

**References**

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T.
*Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed.* Cambridge, England:
Cambridge University Press, pp. 634-637, 1992.

© 1996-9

1999-05-26