General Correlation Coefficient
Kendall (1944) showed that his tau and Spearman's rho are particular cases of a general correlation coefficient.
Suppose we have a set of objects, which are being considered in relation to two properties, represented by and, forming the sets of values and . To any pair of individuals, say the -th and the -th we assign a -score, denoted by, and a -score, denoted by . The only requirement made to this functions is anti-symmetry, so and . Then the generalised correlation coefficient is defined by
Read more about this topic: Rank Correlation
Famous quotes containing the word general:
“The general who advances without coveting fame and retreats without fearing disgrace, whose only thought is to protect his country and do good service for his sovereign, is the jewel of the kingdom.”
—Sun Tzu (6th–5th century B.C.)