Definition
Let (x1, y1), (x2, y2), …, (xn, yn) be a set of observations of the joint random variables X and Y respectively, such that all the values of (xi) and (yi) are unique. Any pair of observations (xi, yi) and (xj, yj) are said to be concordant if the ranks for both elements agree: that is, if both xi > xj and yi > yj or if both xi < xj and yi < yj. They are said to be discordant, if xi > xj and yi < yj or if xi < xj and yi > yj. If xi = xj or yi = yj, the pair is neither concordant nor discordant.
The Kendall τ coefficient is defined as:
Read more about this topic: Kendall Tau Rank Correlation Coefficient
Famous quotes containing the word definition:
“Scientific method is the way to truth, but it affords, even in
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—Willard Van Orman Quine (b. 1908)
“... if, as women, we accept a philosophy of history that asserts that women are by definition assimilated into the male universal, that we can understand our past through a male lens—if we are unaware that women even have a history—we live our lives similarly unanchored, drifting in response to a veering wind of myth and bias.”
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“Was man made stupid to see his own stupidity?
Is God by definition indifferent, beyond us all?
Is the eternal truth man’s fighting soul
Wherein the Beast ravens in its own avidity?”
—Richard Eberhart (b. 1904)