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  2. Somers' D - Wikipedia

    en.wikipedia.org/wiki/Somers'_D

    Somers’ D takes values between when all pairs of the variables disagree and when all pairs of the variables agree. Somers’ D is named after Robert H. Somers, who proposed it in 1962. [1] Somers’ D plays a central role in rank statistics and is the parameter behind many nonparametric methods. [2]

  3. Concordant pair - Wikipedia

    en.wikipedia.org/wiki/Concordant_pair

    In statistics, a concordant pair is a pair of observations, each on two variables, (X 1,Y 1) and (X 2,Y 2), having the property that ...

  4. Kendall rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Kendall_rank_correlation...

    All points in the gray area are concordant and all points in the white area are discordant with respect to point (,). With = points, there are a total of () = possible point pairs. In this example there are 395 concordant point pairs and 40 discordant point pairs, leading to a Kendall rank correlation coefficient of 0.816.

  5. Talk:Kendall rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Talk:Kendall_rank...

    So, a high value in the numerator means that most pairs are concordant, indicating that the two rankings are consistent. Note that a tied pair is not regarded as concordant or discordant. If there is a large number of ties, the total number of pairs (in the denominator of the expression of ) should be adjusted accordingly."

  6. Rank correlation - Wikipedia

    en.wikipedia.org/wiki/Rank_correlation

    The analysis is conducted on pairs, defined as a member of one group compared to a member of the other group. For example, the fastest runner in the study is a member of four pairs: (1,5), (1,7), (1,8), and (1,9). All four of these pairs support the hypothesis, because in each pair the runner from Group A is faster than the runner from Group B.

  7. Goodman and Kruskal's gamma - Wikipedia

    en.wikipedia.org/wiki/Goodman_and_Kruskal's_gamma

    In statistics, Goodman and Kruskal's gamma is a measure of rank correlation, i.e., the similarity of the orderings of the data when ranked by each of the quantities.It measures the strength of association of the cross tabulated data when both variables are measured at the ordinal level.

  8. File:Concordant Points Kendall Correlation.svg - Wikipedia

    en.wikipedia.org/wiki/File:Concordant_Points...

    With <math>n=30<\math> points, there are a total of <math>\binom{30}{2} = 435<\math> possible point pairs. In this example there are 395 concordant point pairs and 40 discordant point pairs, leading to a Kendall rank correlation coefficient of 0.816.

  9. Pearson correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Pearson_correlation...

    Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.