In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's τ coefficient (after the Greek letter τ, tau), is a statistic...

In statistics, Spearman's rank correlation coefficient or Spearman's ρ, named after Charles Spearman and often denoted by the Greek letter ρ {\displaystyle...

A correlation coefficient is a numerical measure of some type of linear correlation, meaning a statistical relationship between two variables. The variables...

concordant pairs minus the number of discordant pairs (see Kendall tau rank correlation coefficient). The sum ∑ a i j 2 {\displaystyle \sum a_{ij}^{2}} is...

\end{aligned}}} Rank correlation coefficients, such as Spearman's rank correlation coefficient and Kendall's rank correlation coefficient (τ) measure the...

In statistics, the Pearson correlation coefficient (PCC) is a correlation coefficient that measures linear correlation between two sets of data. It is...

between the rankings of athletes in two tournaments. And the Kendall rank correlation coefficient is another approach. Alternatively, intersection/overlap-based...

Kendall's W (also known as Kendall's coefficient of concordance) is a non-parametric statistic for rank correlation. It is a normalization of the statistic...

(Kd{\displaystyle K_{d}}) must not be confused with the Kendall tau rank correlation coefficient (Kc{\displaystyle K_{c}})  used in statistics. They are...

value of Y. The Kendall tau distance between two series is the total number of discordant pairs. The Kendall tau rank correlation coefficient, which measures...