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Kendall Tau Correlation

Kendall 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.

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Kendall Tau Rank Correlation Coefficient

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Kendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1–2), 81–93. · DOI 10.1093/biomet/30.1-2.81

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Same method familyMann-Whitney U testmachine-suggested · Relational suggestion, not evidence.Same method familyPearson Correlationmachine-suggested · Relational suggestion, not evidence.Same method familySpearman Correlationmachine-suggested · Relational suggestion, not evidence.Same method familyWilcoxon signed-rank testmachine-suggested · Relational suggestion, not evidence.