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ケンドールの順位相関係数 (Kendall's Tau Rank Correlation)×ROC分析(受信者操作特性曲線)×
分野統計学統計学
系統Hypothesis testHypothesis test
提唱年19381954 (signal detection); 1982 (AUC formalization)
提唱者Maurice G. KendallPeterson, Birdsall & Fox (signal detection theory); Hanley & McNeil (medical statistics)
種類Nonparametric rank correlationDiagnostic accuracy evaluation
原典Kendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1/2), 81–93. DOI ↗Hanley, J. A., & McNeil, B. J. (1982). The meaning and use of the area under a receiver operating characteristic (ROC) curve. Radiology, 143(1), 29–36. DOI ↗
別名Kendall tau, Kendall rank correlation, tau-b, tau-cROC curve analysis, AUC analysis, sensitivity-specificity analysis, diagnostic accuracy analysis
関連44
概要Kendall's tau is a nonparametric measure of the ordinal association between two variables. It quantifies how consistently the relative ordering of one variable matches the ordering of another across all observation pairs, making it robust to outliers and suitable for ordinal or non-normally distributed data.ROC analysis evaluates how well a continuous or ordinal test variable discriminates between two binary outcome classes. By plotting the true positive rate (sensitivity) against the false positive rate (1 − specificity) across all decision thresholds, it produces a curve whose area under the curve (AUC) quantifies overall discriminative power, ranging from 0.5 (chance) to 1.0 (perfect discrimination).
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ScholarGate手法を比較: Kendall's tau · ROC analysis. 2026-06-18に以下より取得 https://scholargate.app/ja/compare