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Kendall Tau 순위 상관 계수×Mann-Whitney U 검정×
분야통계학통계학
계열Hypothesis testHypothesis test
기원 연도19381947
창시자Maurice G. KendallH. B. Mann & D. R. Whitney
유형Rank-based association measureNonparametric two-group comparison
원전Kendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1–2), 81–93. DOI ↗Mann, H. B. & Whitney, D. R. (1947). On a test of whether one of two random variables is stochastically larger than the other. Annals of Mathematical Statistics, 18(1), 50–60. DOI ↗
별칭Kendall's tau, Kendall tau-b, tau correlation, Kendall Tau KorelasyonuMann-Whitney-Wilcoxon test, Wilcoxon rank-sum test, Mann-Whitney U Testi
관련44
요약Kendall Tau is a nonparametric rank correlation coefficient introduced by Maurice G. Kendall in 1938 to measure the strength and direction of a monotone association between two ordinal or continuous variables. It is particularly suited to small samples and datasets containing many tied ranks, where the Spearman coefficient can be less stable.The Mann-Whitney U test is the nonparametric alternative to the independent samples t-test, comparing two independent groups by ranking all observations together rather than relying on their means. It was introduced by H. B. Mann and D. R. Whitney in 1947 and does not require the data to be normally distributed.
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