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Math Help - Spearmans Rank Help

  1. #1
    Newbie
    Joined
    Mar 2011
    Posts
    2

    Thumbs down Spearmans Rank Help

    Hey, I think I'm posting in the right section of the forum. I'm not really sure what Spearman Rank Correlation test falls under. I'm having trouble understanding it fully. I have two sets of data.

    Data 1
    6.3
    5.3
    6.0
    1.7
    1.7
    3.2
    6.3
    6.0
    4.9

    Data 2
    5.7
    6.3
    5.8
    1.7
    1.7
    2.2
    6.3
    6.3
    6.0

    Obviously using these two sets of data I get the probability of 0.683333. I think thats right anyway

    I was just wondering how you find the 0.05 value and 0.01 value?

    Any help is much appreciated xx
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  2. #2
    Senior Member Sambit's Avatar
    Joined
    Oct 2010
    Posts
    355
    Given n pairs of observations, (x_i,y_i) , the x_i values are assigned a rank value and, separately, the values are y_i assigned a rank. For each pair (x_i,y_i) , the corresponding difference d_i between the x_iand y_i ranks is found. The value R is: R=\sum_{i=1}^n d_i^2

    The test statistic is then: Z=\frac{6R-n(n^2-1)}{n(n+1)\sqrt{n+1}} which is approximately Normally distributed.
    You can now perform the test using \tau_{0.05} and \tau_{0.01} points of a Standard Normal distribution.
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  3. #3
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    Joined
    Mar 2011
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    Another question?

    Can i just ask why i see loads of different critical value tables out there on the net offering loads of different values each time I view a different one? Cheers x
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  4. #4
    Senior Member Sambit's Avatar
    Joined
    Oct 2010
    Posts
    355
    Critical values of any distribution depend on the Level of the test. Which level do you want to consider?
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