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ConceptSpearman's rank correlation coefficient / Spearman correlation

Spearman's Rank Correlation Coefficient

A nonparametric statistic that measures the monotonic relationship between the ranks of two variables. It ranges from -1 to 1 and is commonly used to evaluate ranking agreement.

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Nov 2

The models' self-reported uncertainty had a weak ability to rank prediction errors, with a Spearman rank correlation coefficient of at most 0.46.

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