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The American Statistician Volume 33, 1979 - Issue 2
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Original Articles

A Geometric Model of Rank Correlation

Robert S. Schulman Department of Statistics, Virginia Polytechnic Institute and State University, Blacksburg, VA, 24061, USA
Pages 77-80 | Received 23 Nov 1977, Published online: 26 Mar 2012
 
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Abstract

A plot of each ranking of N objects in N-dimensional space is shown to provide geometric interpretations of Kendall's tau and Spearman's rho and also of the relationship of rho to a sum of inversion weights. The computation of rho from a sum of inversion weights is shown to allow sequential calculation of rho.

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