In mathematics and statistics , Spearman 's Rank Correlation Coefficient is a measure of correlation , named after its maker , Charles Spearman . It is written in short as the greek letter rho or sometimes as . In statistics , Spearman 's rank correlation coefficient or Spearman 's rho , named after Charles Spearman and often denoted by the Greek letter ( rho ) or as , is a non-parametric measure of statistical dependence between two variables .