Kendall rank correlation coefficient

GPTKB entity

Statements (23)
Predicate Object
gptkbp:instanceOf statistical analysis
gptkbp:alsoKnownAs gptkb:Kendall's_tau
gptkbp:application evaluating agreement between raters
measuring monotonic relationships
ranking data
gptkbp:assumes ordinal data
gptkbp:category non-parametric statistics
gptkbp:compatibleWith gptkb:normal_distribution
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 rank correlation coefficient
gptkbp:interpretedBy strength and direction of association
gptkbp:introduced gptkb:Maurice_Kendall
gptkbp:introducedIn 1938
gptkbp:measures ordinal association between two measured quantities
gptkbp:range -1 to 1
gptkbp:relatedTo gptkb:Pearson_correlation_coefficient
gptkb:Spearman's_rank_correlation_coefficient
gptkbp:symbol τ
gptkbp:usedIn gptkb:machine_learning
data analysis
statistics
gptkbp:bfsParent gptkb:Spearman's_rank_correlation_coefficient
gptkbp:bfsLayer 6