Hypothesis Test
The Kendall rank coefficient is often used as a test statistic in a statistical hypothesis test to establish whether two variables may be regarded as statistically dependent. This test is non-parametric, as it does not rely on any assumptions on the distributions of X or Y or the distribution of (X,Y).
Under the null hypothesis of independence of X and Y, the sampling distribution of τ has an expected value of zero. The precise distribution cannot be characterized in terms of common distributions, but may be calculated exactly for small samples; for larger samples, it is common to use an approximation to the normal distribution, with mean zero and variance
- .
Read more about this topic: Kendall Tau Rank Correlation Coefficient
Famous quotes containing the words hypothesis and/or test:
“The wheels and springs of man are all set to the hypothesis of the permanence of nature. We are not built like a ship to be tossed, but like a house to stand.”
—Ralph Waldo Emerson (1803–1882)
“First follow Nature, and your judgment frame
By her just standard, which is still the same;
Unerring Nature, still divinely bright,
One clear, unchanged, and universal light,
Life, force, and beauty must to all impart,
At once the source, and end, and test of art.”
—Alexander Pope (1688–1744)