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user3875
user3875
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Are the Pearson and Spearman rank correlation coefficients related in a specific way for uniform random variables? Specifically, is the relationship $\rho_{spearman} = 2*\sin(\frac{\pi}{6}*\rho_{pearson})$.$\rho_{spearman} = 2*\sin(\frac{\pi}{6}\rho_{pearson})$? If so, why?

Are the Pearson and Spearman rank correlation coefficients related in a specific way for uniform random variables? Specifically, is the relationship $\rho_{spearman} = 2*\sin(\frac{\pi}{6}*\rho_{pearson})$. If so, why?

Are the Pearson and Spearman rank correlation coefficients related in a specific way for uniform random variables? Specifically, is the relationship $\rho_{spearman} = 2*\sin(\frac{\pi}{6}\rho_{pearson})$? If so, why?

Source Link
user3875
user3875
  • 141
  • 6

Are the Pearson and Spearman rank correlation coefficients related in a specific way for uniform RVs?

Are the Pearson and Spearman rank correlation coefficients related in a specific way for uniform random variables? Specifically, is the relationship $\rho_{spearman} = 2*\sin(\frac{\pi}{6}*\rho_{pearson})$. If so, why?