Abstract
A formula is developed for the correlation between a ranking (possibly including ties) and a dichotomy, with limits which are always ±1. This formula is shown to be equivalent both to Kendall'sτ and Spearman'sρ.
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References
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Kendall, M. G. Rank correlation methods. London, Charles Griffin and Co., 1948, Ch. 3.
Mann, H. B. and Whitney, D. R. On a test of whether one of two random variables is stochastically larger than the other.Ann. math. Statist., 1947,18, 50–60.
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Cureton, E.E. Rank-biserial correlation. Psychometrika 21, 287–290 (1956). https://doi.org/10.1007/BF02289138
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DOI: https://doi.org/10.1007/BF02289138