### Non-parametric methods for the study of the correlation: Spearman’s rank correlation coefficient and Kendall tau rank correlation coefficient

We saw in the previous post, how to study the correlation between variables that follow a Gaussian distribution with the Pearson product-moment correlation coefficient. If it is not possible to assume that the values follow gaussian distributions, we have two non-parametric methods: the Spearman's rho test and Kendall's tau test.... [Read more...]