Kendall Tau Rank Correlation Coefficient

Kendall Tau Rank Correlation Coefficient

Frederic P. Miller, Agnes F. Vandome, John McBrewster

     

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Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-6-1326-0333-3
Объём: 68 страниц
Масса: 123 г
Размеры(В x Ш x Т), см: 23 x 16 x 1

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's tau ( ) coefficient, is a statistic used to measure the association between two measured quantities. A tau test is a non-parametric hypothesis test which uses the coefficient to test for statistical dependence. Specifically, it is a measure of rank correlation: that is, the similarity of the orderings of the data when ranked by each of the quantities. It is named after Maurice Kendall, who developed it in 1938, though Gustav Fechner had proposed a similar measure in the context of time series in 1897.

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