Kendall等级相关系数

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Kendall等级相关系数(Kendall tau rank correlation coeffICIent,肯德尔等级相关系数

The Kendall tau rank correlation coefficient (or sIMply the Kendall tau coefficient, Kendall's τ or tau test(s)) is a non-parametric statistic used to measure the degree of correspondence between two rankings and assessing the significance of this correspondence. In other words, it measures the strength of AssoCIAtion of the cross tabulations.

It was develoPEd by MAUrice Kendall in 1938.

目录

  • 1 Definition
  • 2 Tau a, b and c
  • 3 Example
  • 4 See also
  • 5 References
  • 6 External links
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