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:
“It is an hypothesis that the sun will rise tomorrow: and this means that we do not know whether it will rise.”
—Ludwig Wittgenstein (1889–1951)
“There is a parallel between the twos and the tens. Tens are trying to test their abilities again, sizing up and experimenting to discover how to fit in. They don’t mean everything they do and say. They are just testing. . . . Take a good deal of your daughter’s behavior with a grain of salt. Try to handle the really outrageous as matter-of-factly as you would a mistake in grammar or spelling.”
—Stella Chess (20th century)