Chapter 15

Nonparametric Statistics
General Objectives:
In Chapters 810, we presented statistical techniques for
comparing two populations by comparing their respective
population parameters (usually their population means). The
techniques in Chapters 8 and 9 are applicable to data that
are at least quantitative, and the techniques in Chapter 10 are
applicable to data that have normal distributions. The purpose
of this chapter is to present several statistical tests for
comparing populations for the many types of data that do not
satisfy the assumptions specified in Chapters 810.

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 Specific Topics
1. Parametric versus nonparametric tests
2. The Wilcoxon rank sum test: Independent random samples
3. The sign test for a paired experiment
4. The Wilcoxon signed-rank test for a paired experiment
5. The Kruskal-Wallis H test
6. The Friedman Fr test

7. The rank correlation coefficient

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 15.1 Introduction
Some experiments generate responses that can be ordered or
ranked, but the actual value of the response cannot be
measured numerically.
Here are a few examples:
- The sales abilities of four sales representatives are ranked
from best to worst.
- The edibility and taste characteristics of five brands of raisin
bran are rated on an arbitrary scale of 1 to 5.
- Five automobile designs are ranked from most appealing to
least appealing.
Nonparametric statistical methods can be used when data does
not appear to satisfy the normality and other assumptions.

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 Parametric assumptions are often replaced by more general
assumptions about the population distributions.
The ranks of the observations are often used in place of the
actual measurements.
Many statisticians advocate the use of nonparametric statistics
in all situations.
One alternative is to replace the values of the observations by
their ranks and proceed as though the ranks were actual
observations.

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 15.2 The Wilcoxon Rank Sum Test:
Independent Random Samples
Two different nonparametric tests use a test statistic based on
these sample ranks:
- Wilcoxon rank sum test
- Mann-Whitney U test
The null hypothesis to be tested is that the two population
distributions are different.

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 These are the possibilities for the two populations:
- If H0 is true and the observations have come from the same or
identical populations, then the observations from both samples
should be randomly mixed when jointly ranked from small to large.
The sum of the ranks should be comparable.
- If, on the other hand, the observations from population 1 tend to
be smaller than those from population 2, then these observations
would have the smaller ranks and the sum of the ranks would be
small.
- If the observations from population 1 tend to be larger than those
from population 2, the reverse would happen.
For example, see Table 15.1 for a set of observations and their
ranks:
Observation x1 y1 x2 y2 x3 y3 y4

Data 2 3 4 5 6 8 9

Rank 1 2 3 4 5 6 7

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 The sum of ranks of the observations from a sample is called
the rank sum.
Formulas for the Wilcoxon Rank Sum Statistic
(for Independent Samples):
Let
T1 Sum of the ranks for the first sample
T1* n1( n1 n2 1) T1
T1* is the value of the rank sum for n1 if the observations had
been ranked from large to small. (It is not the rank sum for the
second sample). Depending on the nature of the alternative
hypothesis, one of these two values will be chosen as the test
statistic, T.
Table 7 in Appendix I can be used to locate critical values for the
test statistic. A portion if this table appears in Table 15.2.

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Table 15.2 A portion of the 5% left-tailed critical values,
Table 7 in Appendix I

n1
n2 2 3 4 5 6 7 8

3 6
4 6 11
5 3 7 12 19
6 3 8 13 20 28
7 3 8 14 21 29 39
8 4 9 15 23 31 41 51
9 4 10 16 24 33 43 54
10 4 10 17 26 35 45 56

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The Wilcoxon Rank Sum Test:
Let n1 denote the smaller of the two sample sizes. This sample comes
from population 1. The hypotheses to be tested are :
H0 : The distribution for populations 1 and 2 are identical
versus one of three alternative hypotheses:

Ha : The distributions for populations 1 and 2 are different

(a two-tailed test)
Ha : The distribution for population 1 lies to the left of that
for population 2 ( a left-tailed test)
Ha : The distribution for population 1 lies to the right of that
for population 2 (a right-tailed test)
1. Rank all n1 n2 observations from small to large.
2. Find T1, the rank sum for the observations in sample 1.
This is the test statistic for a left-tailed test.

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 3. Find T1* n1(n1 n2 1) T1, the sum of the ranks of the
observations from population 1 if the assigned ranks had
been reversed from large to small. ( The value of T1* is not
the sum of the ranks of the observations in sample 2).
This is the test statistic for a right-tailed test.
4. The test statistic for a two-tailed test is T, the minimum of
T1 and T1* .
5. H0 is rejected if the observed test statistic is less than or
equal to the critical value found using table 7 in Appendix I.

The use of Table 7 is illustrated in Example 15.1.

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Example 15.1
The wing stroke frequencies of two species of Euglossine bees
were recorded for a sample of n1 4 Euglossa mandibularis
Friese (species 1) and n2 6 Euglossa imperialis Cockerell
(species 2). The frequencies are listed in Table 15.3. Can you
conclude that the distributions of wing strokes differ for these two
species?
Table 15.3
Species 1 Species 2

235 180
225 169
190 180
188 185
178
182

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Solution
You first need to rank the observations from small to large, as
shown in Table 15.4:
Data Species Rank

169 2 1
178 2 2
180 2 3
180 2 4
182 2 5
185 2 6
188 1 7
190 1 8
225 1 9
235 1 10

The hypotheses to be tested are as follows.

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H0 : The distributions of the wing stroke frequencies are the
same for the two species
versus
Ha : The distributions of the wing stroke frequencies differ
for the two species
Since the sample size for individuals from species 1, n1 4,
is the smaller of the two sample sizes, you have
T1 7 8 9 10 34

and T1* n1(n1 n2 1) T1 4( 4 6 1) 34 10

For a two-tailed test, the test statistic is T 10, the smaller of

T 34 and T1* 10.

For this two-tailed test with .05, you can use Table 7(b) in
Appendix I with n1 4 and n2 6. The critical value of T such
P (T ) 2 .025
that is 12, and you should reject the null
hypothesis if the observed value of T is 12 or less.

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Since the observed value of the test statistic, T 10, is less than
12, you can reject the hypothesis of equal distributions of wing
stroke frequencies at the 5% level of significance.
A Minitab printout of the Wilcoxon rank sum test ( called Mann-
Whitney by Minitab) for these data is given in Figure 15.1. You
will find instructions for generating this output in the section
About Minitab at the end of this chapter. Notice that the rank
sum of the first sample is given as W 34.0, which agrees with
our calculations. With a reported p-value of .0142 calculated by
Minitab, you can reject the null hypothesis at the 5% level.

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Figure 15.1 Minitab printout for Example 15.1

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Normal Approximation for the Wilcoxon Rank Sum Test
- Provided n1 is not too small, approximations to the probabilities
for the statistic T can be found using a normal approximation to
the distribution of T.
- It can be shown that the mean and variance of T are
n1(n1 n2 1) n1n2 ( n1 n2 1)
T and T 2
2 12
T T
- The distribution of z
T
is approximately normal with mean 0 and standard deviation 1 for
values of n1 and n2 as small as 10.
- If you try this approximation for Example 15.1, you get
n1(n1 n2 1) 4( 4 6 1)
T 22
2 2
and n1n2 ( n1 n2 1) 4(6)( 4 6 1)
T2 2 22
2 2
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 The p-value for this test is 2P (T 34). If you use a .5 correction for
continuity in calculating the value of z because n1 and n2 are both small,
you have

T T (34 .5) 22
z 2.45
T 22
The Wilcoxon Rank Sum Test for Large Samples:
n1 10and n2 10
1. Null hypothesis:
H0 : The population distributions are identical.
2. Alternative hypothesis:
Ha : The two population distributions are not identical
(a two-tailed test).
or Ha : The distribution of population 1 is shifted to the right
(or left) of the distribution on population 2
(a one-tailed test )

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 3. Test statistic:

t n1 n1 n2 1 2
z
n1n2 n1 n2 1 12
4. Rejection region:
a. For a two-tailed test, reject H0 if z z/2 or z z/2 .
b. For a one-tailed test in the right tail, reject H0 if z z/2.
c. For a one-tailed test in the left tail, reject H0 if z z/2 .
Or reject H0 if p value
Tabulated values of z are found in Table 3 of Appendix I.

If procedures indicate either nonnormality or inequality of

variance, then the Wilcoxon Rank Sum Test is appropriate
instead of the two-sample unpaired t test.

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 15.3 The Sign Test for a
Paired Experiment
In Section 10.5, you used the paired-difference or matched pairs
design to compare the average wear for two types of tires.
The sign test is a fairly simple procedure that can be used to
compare two populations when the samples consist of paired
observations.
In general, for each pair, you measure whether the first
responsesay, Aexceeds the second responsesay, B.
The test statistic is x, the number of times that A exceeds B in
the n pairs of observations.
Only pairs without ties are included in the test.
Critical values for the rejection region or exact p-values can be
found using the cumulative binomial tables in Appendix I.

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The Sign Test for Comparing Two Populations:
1. Null hypothesis: H0 : The two population distributions are
identical and P (A exceeds B) p .5
2. Alternative hypothesis:
a. Ha : The population distributions are not identical
and p .5
b. Ha : The population of A measurements is shifted to the
right of the population of B measurements and p .5
c. Ha : The population of A measurements is shifted to the
left of the population of B measurements and p .5
3. Test statistic: For n, the number of pairs with no ties, use x, the
number of the number of times that (A B) is positive.
4. Rejection region:
a. For the two-tailed test Ha : p .5, reject H0 if x xL or
x xU , where P(x xL) 2 and P(x xU) 2 for x
having a binomial distribution with p .5.

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 b. For Ha : p .5, reject H0 if x xU with P(x xU)
c. For Ha : p .5, reject H0 if x xL with P(x xL)
Or calculate the p-value and reject H0 if p-value
If there are tied observations, delete the tied pairs and reduce n,
the total number of pairs.
Normal Approximation for the Sign Test
When the number of pairs n is large, the critical values for
rejection of H0 and the approximate p-values can be found using
a normal approximation to the distribution of x, which was
discussed in Section 6.4.
Because the binomial distribution is perfectly symmetric when
p .5, this approximation works very well, even for n as small
as 10.

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Sign Test for Large Samples: n 25
1. Null hypothesizes: H0 : p .5 (one treatment is not preferred
to a second treatment)
2. Alternative hypothesis: Ha : p .5, for a two tailed test
(Note: We use the two-tailed test as an example. Many
analyses might require a one-tailed test.)
3. Test statistic:
x . 5n
z
.5 n

4. Rejection region: Reject H0 if z z/2 or z z/2, where z/2

is the z-value from Table 3 in Appendix I corresponding to
an area of /2 in the upper tail of the normal distribution.

See Example 15.4 for an application of the sign test.

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Example 15.4
A production superintendent claims that there is no difference
between the employee accident rates for the day versus the
evening shifts in a large manufacturing plant. The number of
accidents per day is recorded for both the day and evening
shifts for n 100 days. It is found that the number of accidents
per day for the evening shift xE exceeded the corresponding
number of accidents in the day shift xD on 63 of the 100 days.
Do these results provide sufficient evidence to indicate that
more accidents tend to occur on one shift than on the other or,
equivalently, that P(xE xD) 1/2?

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Solution
This study is a paired-difference experiment, with n 100 pairs
of observations corresponding to the 100 days. To test the null
hypothesis that the two distributions of accidents are identical,
you can use the test statistic
x .5 n
z
.5 n
where x is the number of days in which the number of accidents
on the evening shift exceeded the number of accidents on the
day shift. Then for .05, you can reject the null hypothesis if
z 1.96 or z 1.96. Substituting into the formula for z, you get

x .5n 63 (.5)(100 ) 13
z 2.60
.5 n .5 100 5

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 When there are doubts about the validity of the assumptions for
the paired t test, both tests can be performed. If both tests reach
the same conclusions, then parametric test results can be
considered valid.

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 15.4 A Comparison
of Statistical Tests
Definition: Power 1 P(reject H0 when Ha is true)
Since is the probability of failing to reject the null hypothesis
when it is false, the power of the test is the probability of
rejecting the null hypothesis when it is false and some specified
alternative is true.
The power is the probability that the test will do what it was
designed to dothat is, detect a departure from the null
hypothesis when a departure exists.
Relative efficiency is the ratio of the sample sizes for the two
test procedures required to achieve the same and for a
given alternative to the null hypothesis.

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 15.5 The Wilcoxon Signed-Rank
Test for a Paired Experiment
Calculating the test statistic for the Wilcoxon
Signed-Rank Test:
1. Calculate the differences (x1 x1) for each of the n pairs.
Differences equal to 0 are eliminated, and the number of
pairs, n, is reduced accordingly.
2. Rank the absolute values of the differences by assigning 1
to the smallest, 2 to the second smallest, and so on. Tied
observations are assigned the average of the ranks that
would have been assigned with no ties.
3. Calculate the rank sum for the negative differences and label
this value T . Similarly, calculate T , the rank sum for the
positive differences.

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 For a two-tailed test, use the smaller of these two quantities T
as a test statistic.
You will reject the null hypothesis if T is less than or equal to
some valuesay, T0 .
To detect the one-sided alternative, that distribution 1 is shifted
to the right of distribution 2, use the rank sum T .
If you wish to detect a shift of distribution 2 to the right of
distribution 1, use the rank sum T .
The rejection region is shown symbolically in Figure 15.2

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Wilcoxon Signed-Rank Test for a Paired Experiment:
1. Null hypothesis:
H0 : The two population relative frequency distributions
are identical
2. Alternative hypothesis:
Ha : The two population relative frequency distributions
differ in location (a two-tailed test).
Or Ha : The population 1 relative frequency distribution is
shifted to the right of the relative frequency distribution
for population 2 (a one-tailed test).
3. Test statistic
a. For a two-tailed test, use T, the smaller of the rank sum
for positive and the rank sum for negative differences.
b. For a one-tailed test (to detect the alternative hypothesis
described above), use the rank sum, T of the negative
differences.

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 4. Rejection region
a. For a two-tailed test, reject H0 if T T0, where T0 is the
critical value given in Table 8 in Appendix I.
b. For a one-tailed test (to detect the alternative hypothesis
described above), use the rank sum T of the negative
differences. Reject H0 if T T0 .
Note: It can be shown that
n(n 1)
T T
2
Normal Approximation Test for the Wilcoxon
Signed-Rank Test
Although Table 8 in Appendix I has critical values for n as large
as 50, T , like the Wilcoxon signed-rank test, will be approxi-
mately normally distributed when the null hypothesis is true and
n is largesay, 25 or more.

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 This enables you to construct a large-sample z test, where
n( n 1)
E (T )
4
n(n 1)(2n 1)
T2
24

Then the z statistic

n( n 1)
T
T E (T ) 4
z
T n(n 1)(2n 1)
24

can be used as a test statistic.

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 Thus, for a two-tailed test and .05, you can reject the
hypothesis of identical population distributions when
z 1.96.

A Large-Sample Wilcoxon Signed-Rank Test for

a Paired Experiment: n 25
1. Null hypothesis: H0 : The population relative frequency
distributions 1 and 2 are identical.
2. Alternative hypothesis:
Ha : The two population relative frequency distributions differ
in location (a two-tailed test ).
Or
Ha : The population 1 relative frequency distribution is shifted
to the right (or left) of the relative frequency distributions for
population 2 (a one-tailed test).
T n n 1 4
3. Test statistic: z
n n 1 2n 1 24
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4. Rejection region: Reject H0 if z z/2 or z z/2 for a two-
tailed test. For a one-tailed test, place all of in one tail of
the z distribution. To detect a shift in distribution 1 to the right
of distribution 2, reject H0 when z z. To detect a shift in the
opposite direction, reject H0 if z z.

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15.6 The Kruskal-Wallis H Test for
Completely Randomized Designs
The Kruskal-Wallis H test is the nonparametric alternative to the
analysis of variance F test for a completely randomized design.
Procedure for Conducting the Kruskal-Wallis H test:
Suppose you are comparing k populations where
n1 n2 nk n
Step 1. Rank all n observations from the smallest (rank 1) to the
largest (rank n). Ties get the average rank.
Step 2. Calculate the rank sums T1, T2, , Tk for the k samples
and calculate the test statistic
12 Ti 2
H 3(n 1)
n( n 1) ni

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 Step 3. For a given value of , you can reject H0 when H
exceeds . (See Figure
2
15.5.)

Figure 15.5 Approximate distribution of the H statistic

when H0 is true

See Examples 15.6 and 15.7 for an application of the H statistic.

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The Kruskal-Wallis H Test for Comparing More than
Two Populations: Completely Randomized Design
(Independent Random Samples)
1. Null hypothesis:
H0 : The k population distributions are identical
2. Alternative hypothesis:
Ha : At least two of the k population distributions differ in
location.
3. Test statistic:
12 Ti 2
H 3(n 1)
n( n 1) ni
where
n1 Sample size for population i
Ti Rank sum for population i
n Total number of observations n1 n2 nk
 4. Rejection region for a given :
H 2 with (k 1) d f

Assumptions:
- All sample sizes are greater than or equal to five.
- Ties take on the average of the ranks that they would
have occupied if they had not been tied.

The Kruskal-Wallis H test is a valuable alternative to a one-way

analysis of variance when the normality and equality of variance
assumptions are violated.

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 15.7 The Friedman Fr Test for
Randomized Block Design
A nonparametric test for comparing the distributions of
measurements for k treatments laid out in b blocks using a
randomized block design.
The procedure is very similar to the Kruskal-Wallis H test.
Rank the k treatment observations within each block.
Ties receive an average of the ranks occupied by the tied
observations.

The Friedman Fr Test for a Randomized Block Design:

1. Null hypothesis:
H0 : The k population distributions are identical

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2. Alternative hypothesis:
Ha : At least two of the k population distributions differ
in location.
3. Test statistic:
12
Fr Ti 2 3b(k 1)
bk ( k 1)
where
b Number of blocks
k Number of treatments
Ti Rank sum or treatment i, i 1, 2, , k
4. Rejection region: Fr 2,
where 2
is based on (k 1) df
Assumption: Either the number k treatments or the number b
blocks is greater than five.

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 15.8 Rank Correlation
Coefficient
Two common rank correlation coefficients are the Spearman rs
and the Kendall . Suppose eight elementary school science
teachers have been ranked by a judge according to their ability
and all have taken a national teachers examination. The data
are listed in Table 15.11. Does the data suggest an agreement
between the judges ranking and the examination score? That
is, is there a correlation between ranks and test scores?

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Table 15.11 Ranks and test scores for eight teachers
Teacher Judges Rank Examination Score
1 7 44
2 4 72
3 2 69
4 6 70
5 1 93
6 3 82
7 8 67
8 5 80

The two variables of interest are rank and test score. The former is
already in rank form and the test scores can be ranked similarly,
as shown in Table 15.12. The ranks for tied observations are
obtained by averaging the ranks that the ties observations would
have had if no ties had been observed.

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 The Spearman rank correlation coefficient rs is calculated by using the
ranks as the paired measurements on the two variables x and y in the
formula for r (see Chapter 12).

Table 15.112 Ranks of data in Table 15.11

TeacherJudges Rank, xi Test Rank , yi

1 7 1
2 4 5
3 2 3
4 6 4
5 1 8
6 3 7
7 8 2
8 5 6

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Spearman's Rank Correlation Coefficient:
S xy
rs
S xx S yy
where xi and yi represent the ranks of the i th pair of
observations and
x i y i
S xy x i x y i y x i y i
n
xi 2
S xx x i x x i2
2
n
y 2
S yy y i y y i2
2 i
n
When there are no ties to either the x observations or the y
observations, the expression for rs algebraically reduces to the
simpler expression
6 d i2
rs 1 2
wher e d i x i y i
n(n 1)
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 If the number of ties is small in comparison with the number of
data pairs, little error results in using this shortcut formula.

Spearman's Rank Correlation Coefficient:

1. Null hypothesis:
H0 : There is no association between the rank pairs
2. Alternative hypothesis:
Ha : There is an association between the rank pairs
(a two- tailed test).
Or
Ha : The correlation between the rank pairs is positive or
negative (a one-tailed test).
S xy
3. Test statistic: rs
S S xx yy

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 where xi and yi represent the ranks of the i th pair of
observations.

4. Rejection region:
For a two-tailed test, reject H0 if rs r0or rs r0where r0 is
given in Table 9 in Appendix I. Double the tabulated
probability to obtain the value of for the two-tailed test.
For a one-tailed test, reject H0 if rs r0 ( for an upper-tailed
test) or rs r0 (for a lower-tailed test). The -value for a
one-tailed test is the value shown in Table 9 in Appendix I.

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Example 15.10
Calculate rs for the data in Table 15.12.
Solution:
The differences and squares of differences between the two
rankings are provided in Table 15.13. Substituting values into
the formula for rs , you have:

6 d i2
rs 1
n(n 2 1)
6(144 )
1 .714
8(64 1)

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Table 15.13 Differences and squares of the differences
for the teacher ranks

Teacher xi yi di d i2

1 7 1 6 36
2 4 5 1 1
3 2 3 1 1
4 6 4 2 4
5 1 8 7 49
6 3 7 4 16
7 8 2 6 36
8 5 6 1 1

Total 144

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 The Spearman rank correlation can be used as a test statistic to
test the hypothesis of no association between populations.
The rejection region of a two-tailed test is shown in
Figure 15.12.
The critical values of rs are given in Table 9 in Appendix I.
An abbreviated version is shown in Table 15.14.
If you calculated rs for the two data sets in Table 15.15, both
would produce a value of rs 1 because the assigned ranks for
x and y in both cases agree for all pairs (x, y).

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Table 15.15 Two data sets with rs 1

x y x2 x y log10 ( x )

1 1 10 1
2 4 100 2
3 9 1000 3
4 16 10,000 4
5 25 100,000 5
6 36 1,000,000 6

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 15.9 Summary
The nonparametric analogues of the parametric procedures
presented in Chapters 1014 are straightforward and fairly
simple to implement:
- The Wilcoxon rank sum test is the nonparametric analogue of
the two-sample t test.
- The sign test and the Wilcoxon signed-rank tests are the
nonparametric analogues of the paired-sample t test.
- The Kruskal-Wallis H test is the rank equivalent of the one-
way analysis of variance F test.
- The Friedman Fr test is the rank equivalent of the randomized
block design two-way analysis of variance F test.
- Spearman's rank correlation rs is the rank equivalent of
Pearsons correlation coefficient.

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 Key Concepts and Formulas
I. Nonparametric Methods
1. These methods can be used when the data cannot be
measured on a quantitative scale, or when
2. The numerical scale of measurement is arbitrarily set by the
researcher, or when
3. The parametric assumptions such as normality or constant
variance are seriously violated.
II. Wilcoxon Rank Sum Test: Independent Random Samples
1. Jointly rank the two samples: Designate the smaller sample
as sample 1. Then
T1 Rank of sample 1 T1* n1(n1 n2 1) T1

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2. Use T1 to test for population 1 to the left of population 2
Use T1* to test for population to the right of population 2.
*
Use the smaller of T1 and T1 to test for a difference in the
locations of the two populations.
3. Table 7 of Appendix I has critical values for the rejection
of H0.
4. When the sample sizes are large, use the normal
approximation:
n1(n1 n2 1)
T
2
n1n2 (n1 n2 1)
T2
12

T T
z
T
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III. Sign Test for a Paired Experiment
1. Find x, the number of times that observation A exceeds
observation B for a given pair.
2. To test for a difference in two populations, test H0 : p .05
versus a one- or two-tailed alternative.
3. Use Table 1 of Appendix I to calculate the p-value for the
test.
4. When the sample sizes are large, use the normal
approximation:
x .5 n
z
.5 n

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IV. Wilcoxon Signed-Rank Test: Paired Experiment
1. Calculate the differences in the paired observations. Rank
the absolute values of the differences. Calculate the rank
sums T and T for the positive and negative differences,
respectively. The test statistic T is the smaller of the two rank
sums.
2. Table 8 of Appendix I has critical values for the rejection of
for both one- and two-tailed tests.
3. When the sampling sizes are large, use the normal
approximation:

T n( n 1) 4
z
n(n 1)(2n 1) 24

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V. Kruskal-Wallis H Test: Completely Randomized Design
1. Jointly rank the n observations in the k samples. Calculate
the
rank sums, Ti rank 12sum Tof 2 sample i, and the test statistic
i
H 3(n 1)
n( n 1) ni

2. If the null hypothesis of equality of distributions is false,

H will be unusually large, resulting in a one-tailed test.
3. For sample sizes of five or greater, the rejection region for H
is based on the chi-square distribution with (k 1) degrees
of freedom.

VI. The Friedman Fr Test: Randomized Block Design

1. Rank the responses within each block from 1 to k. Calculate
2, , Tk, and
the rank sums T1, T12 the test statistic
Fr Ti 2 3b(k 1)
bk ( k 1)
1998 Brooks/Cole Publishing/ITP
 2. If the null hypothesis of equality of treatment distributions is
false, Fr will be unusually large, resulting in a one-tailed test.
3. For block sizes of five or greater, the rejection region for Fr
is based on the chi-square distribution with (k 1) degrees
of freedom.

VII. Spearman's Rank Correlation Coefficient

1. Rank the responses for the two variables from smallest to
largest.
2. Calculate the correlation coefficient for the ranked
observations:
S xy 6 d i2
rs or rs 1 if there are no ties
S xx S yy n( n 2 1)

1998 Brooks/Cole Publishing/ITP

3. Table 9 in Appendix I gives critical values for rank correlations
significantly different from 0.
4. The rank correlation coefficient detects not only significant
linear correlation but also any other monotonic relationship
between the two variables.

1998 Brooks/Cole Publishing/ITP