This utility performs computations for the Spearman's rank correlation test, which is a nonparametric test that uses ranks of two samples. To use this utility, you must provide the sample paired data in two separate columns. You must also provide the significance level for the hypothesis test for correlation.
The ranks of the data values are computed for each of the two samples. Let x be the ranks of sample 1 and y be the ranks of sample 2. The rank correlation coefficient is computed as follows:
The critical value is
where t is the inverse probability distribution of (1 - significance / 2) in the Student's t distribution with n - 2 degress of freedom.
The p-value of the test statistic is obtained using a Student's t distribution with n - 2 degrees of freedom.