What does kendall's tau mean?
Definitions for kendall's tau
kendal·l's tau
This dictionary definitions page includes all the possible meanings, example usage and translations of the word kendall's tau.
Princeton's WordNet
tau coefficient of correlation, Kendall's tau, Kendall rank correlationnoun
a nonparametric measure of the agreement between two rankings
Wikipedia
kendall's tau
In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's τ coefficient (after the Greek letter τ, tau), is a statistic used to measure the ordinal association between two measured quantities. A τ test is a non-parametric hypothesis test for statistical dependence based on the τ coefficient. It is a measure of rank correlation: 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.Intuitively, the Kendall correlation between two variables will be high when observations have a similar (or identical for a correlation of 1) rank (i.e. relative position label of the observations within the variable: 1st, 2nd, 3rd, etc.) between the two variables, and low when observations have a dissimilar (or fully different for a correlation of −1) rank between the two variables. Both Kendall's τ {\displaystyle \tau } and Spearman's ρ {\displaystyle \rho } can be formulated as special cases of a more general correlation coefficient.
ChatGPT
kendall's tau
Kendall's Tau is a statistical measure used to calculate the association between two measured quantities. It is a non-parametric test that measures the strength and direction of correlation between two variables. It measures ordinal association, or the rank correlation, showing the similarity of the orderings of the data when ranked by each of the quantities. It ranges from -1 to 1, with -1 indicating perfect inverse correlation, 1 indicating perfect positive correlation, and 0 indicating no correlation.
Matched Categories
Numerology
Chaldean Numerology
The numerical value of kendall's tau in Chaldean Numerology is: 1
Pythagorean Numerology
The numerical value of kendall's tau in Pythagorean Numerology is: 3
Translations for kendall's tau
From our Multilingual Translation Dictionary
- tau de KendallSpanish
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"kendall's tau." Definitions.net. STANDS4 LLC, 2024. Web. 18 Apr. 2024. <https://www.definitions.net/definition/kendall%27s+tau>.
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