Kendall's tau rank correlation coefficient
GPTKB entity
Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
correlation coefficient |
| gptkbp:appliesTo |
continuous data
ordinal data |
| gptkbp:assumes |
monotonic relationship
|
| gptkbp:category |
rank correlation
|
| gptkbp:form |
τ = (number of concordant pairs - number of discordant pairs) / n(n-1)/2
|
| https://www.w3.org/2000/01/rdf-schema#label |
Kendall's tau rank correlation coefficient
|
| gptkbp:interpretedBy |
strength and direction of association between two variables
|
| gptkbp:introducedIn |
1938
|
| gptkbp:measures |
ordinal association between two measured quantities
|
| gptkbp:namedAfter |
gptkb:Maurice_Kendall
|
| gptkbp:notAssume |
linear relationship
|
| gptkbp:range |
-1 to 1
|
| gptkbp:relatedTo |
gptkb:Pearson_correlation_coefficient
gptkb:Spearman's_rank_correlation_coefficient |
| gptkbp:robustTo |
outliers
|
| gptkbp:symbol |
τ
|
| gptkbp:usedIn |
data analysis
statistics non-parametric statistics |
| gptkbp:bfsParent |
gptkb:Jonathan_Kendall
|
| gptkbp:bfsLayer |
7
|