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In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's τ coefficient (after the Greek letter τ, tau), is a statistic used to measure the ordinal association between two measured quantities. A τ test is a non-parametric hypothesis test for statistical dependence
If the trends have other shapes than linear, trend testing can be done by non-parametric methods, e.g. Mann-Kendall test, which is a version of Kendall rank correlation coefficient. Smoothing can also be used for testing and visualization of nonlinear trends.
The rank-biserial is the correlation used with the Mann–Whitney U test, a method commonly covered in introductory college courses on statistics. The data for this test consists of two groups; and for each member of the groups, the outcome is ranked for the study as a whole.
It has also been called Sen's slope estimator, [1] [2] slope selection, [3] [4] the single median method, [5] the Kendall robust line-fit method, [6] and the Kendall–Theil robust line. [7] It is named after Henri Theil and Pranab K. Sen , who published papers on this method in 1950 and 1968 respectively, [ 8 ] and after Maurice Kendall ...
This measure was introduced by Cureton as an effect size for the Mann–Whitney U test. [5] That is, there are two groups, and scores for the groups have been converted to ranks. The Kerby simple difference formula computes the rank-biserial correlation from the common language effect size. [4]
The Kendall test may refer to: Kendall tau rank correlation coefficient, also called the Kendall tau test; A test of the strength of the abdominal muscles during a ...
Mann–Whitney U or Wilcoxon rank sum test: tests whether two samples are drawn from the same distribution, as compared to a given alternative hypothesis. McNemar's test : tests whether, in 2 × 2 contingency tables with a dichotomous trait and matched pairs of subjects, row and column marginal frequencies are equal.
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 of the Friedman test, and can be used for assessing agreement among raters and in particular inter-rater reliability. Kendall's W ranges from 0 (no agreement) to 1 (complete agreement).