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:
“On pragmatistic principles, if the hypothesis of God works satisfactorily in the widest sense of the word, it is true.”
—William James (18421910)
“Whenever a true theory appears, it will be its own evidence. Its test is, that it will explain all phenomena.”
—Ralph Waldo Emerson (18031882)