Kendall Tau Rank Correlation Coefficient
In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's tau (τ) coefficient, is a statistic used to measure the association between two measured quantities. A tau test is a non-parametric hypothesis test for statistical dependence based on the tau coefficient.
Specifically, it is a measure of rank correlation, i.e., 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, though Gustav Fechner had proposed a similar measure in the context of time series in 1897.
Read more about Kendall Tau Rank Correlation Coefficient: Definition, Hypothesis Test, Accounting For Ties, Significance Tests, Algorithms
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