"Tau-a" redirects here. For the astronomical radio source, see Taurus A.
"Tau coefficient" redirects here. Not to be confused with Tau distribution.
In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's τ coefficient (after the Greek letter τ, tau), is a statistic used to measure the ordinal association between two measured quantities. A τ test is a non-parametric hypothesis test for statistical dependence based on the τ coefficient. It is a measure of rank correlation: the similarity of the orderings of the data when ranked by each of the quantities. It is named after Maurice Kendall, who developed it in 1938,[1] though Gustav Fechner had proposed a similar measure in the context of time series in 1897.[2]
Intuitively, the Kendall correlation between two variables will be high when observations have a similar (or identical for a correlation of 1) rank (i.e. relative position label of the observations within the variable: 1st, 2nd, 3rd, etc.) between the two variables, and low when observations have a dissimilar (or fully different for a correlation of −1) rank between the two variables.
Both Kendall's and Spearman's can be formulated as special cases of a more general correlation coefficient. Its notions of concordance and discordance also appear in other areas of statistics, like the Rand index in cluster analysis.
^Kendall, M. (1938). "A New Measure of Rank Correlation". Biometrika. 30 (1–2): 81–89. doi:10.1093/biomet/30.1-2.81. JSTOR 2332226.
^Kruskal, W. H. (1958). "Ordinal Measures of Association". Journal of the American Statistical Association. 53 (284): 814–861. doi:10.2307/2281954. JSTOR 2281954. MR 0100941.
and 21 Related for: Kendall rank correlation coefficient information
In statistics, the Kendallrankcorrelationcoefficient, commonly referred to as Kendall's τ coefficient (after the Greek letter τ, tau), is a statistic...
A correlationcoefficient is a numerical measure of some type of linear correlation, meaning a statistical relationship between two variables. The variables...
concordant pairs minus the number of discordant pairs (see Kendall tau rankcorrelationcoefficient). The sum ∑ a i j 2 {\displaystyle \sum a_{ij}^{2}} is...
In statistics, the Pearson correlationcoefficient (PCC) is a correlationcoefficient that measures linear correlation between two sets of data. It is...
value of Y. The Kendall tau distance between two series is the total number of discordant pairs. The Kendall tau rankcorrelationcoefficient, which measures...
done by non-parametric methods, e.g. Mann-Kendall test, which is a version of Kendallrankcorrelationcoefficient. Smoothing can also be used for testing...
numerical relationship between two variables of interest, using their correlationcoefficient will give misleading results if there is another confounding variable...
binary variables. In machine learning, it is known as the Matthews correlationcoefficient (MCC) and used as a measure of the quality of binary (two-class)...
normalize the autocovariance function to get a time-dependent Pearson correlationcoefficient. However, in other disciplines (e.g. engineering) the normalization...
tetrachoric correlationcoefficient but it is only applicable to 2 × 2 tables. Polychoric correlation is an extension of the tetrachoric correlation to tables...
The Kendall test may refer to: Kendall tau rankcorrelationcoefficient, also called the Kendall tau test A test of the strength of the abdominal muscles...
z-transformation) of a Pearson correlationcoefficient is its inverse hyperbolic tangent (artanh). When the sample correlationcoefficient r is near 1 or -1, its...
Maurice George Kendall, FBA (6 September 1907 – 29 March 1983) was a prominent British statistician. The Kendall tau rankcorrelation is named after him...
MR 0036489.; Sen, Pranab Kumar (1968). "Estimates of the regression coefficient based on Kendall's tau". Journal of the American Statistical Association. 63 (324):...
N(N^{2}-1)}} The Kendall's Tau The Kendall's Tau also refers to Kendall tau rankcorrelationcoefficient. In the above case, the Kendall's Tau between R...
and alternative measures such as the intraclass correlationcoefficient are recommended. The coefficient of variation fulfills the requirements for a measure...
normally distributed. Examples are Spearman’s correlationcoefficient, Kendall’s tau, Biserial correlation, and Chi-square analysis. Three important notes...
is sometimes referred to as Pearson's moment coefficient of skewness, or simply the moment coefficient of skewness, but should not be confused with Pearson's...
Global Information
