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Kendall's Tau Rank Correlation×ROC 분석 (수신자 조작 특성)×
분야통계학통계학
계열Hypothesis testHypothesis test
기원 연도19381954 (signal detection); 1982 (AUC formalization)
창시자Maurice G. KendallPeterson, Birdsall & Fox (signal detection theory); Hanley & McNeil (medical statistics)
유형Nonparametric rank correlationDiagnostic accuracy evaluation
원전Kendall, 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 ↗
별칭Kendall tau, Kendall rank correlation, tau-b, tau-cROC curve analysis, AUC analysis, sensitivity-specificity analysis, diagnostic accuracy analysis
관련44
요약Kendall'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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