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  2. Kendall's W - Wikipedia

    en.wikipedia.org/wiki/Kendall's_W

    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).

  3. Kendall rank correlation coefficient - Wikipedia

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

    The second algorithm [20] is based on Hermite series estimators and utilizes an alternative estimator for the exact Kendall rank correlation coefficient i.e. for the probability of concordance minus the probability of discordance of pairs of bivariate observations. This alternative estimator also serves as an approximation to the standard ...

  4. Concordance correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Concordance_correlation...

    The concordance correlation coefficient is nearly identical to some of the measures called intra-class correlations.Comparisons of the concordance correlation coefficient with an "ordinary" intraclass correlation on different data sets found only small differences between the two correlations, in one case on the third decimal. [2]

  5. Friedman test - Wikipedia

    en.wikipedia.org/wiki/Friedman_test

    Kendall's W is a normalization of the Friedman statistic between and . The Wilcoxon signed-rank test is a nonparametric test of nonindependent data from only two groups. The Skillings–Mack test is a general Friedman-type statistic that can be used in almost any block design with an arbitrary missing-data structure.

  6. Rank correlation - Wikipedia

    en.wikipedia.org/wiki/Rank_correlation

    Kendall's τ; Goodman and Kruskal's γ; Somers' D; An increasing rank correlation coefficient implies increasing agreement between rankings. The coefficient is inside the interval [−1, 1] and assumes the value: 1 if the agreement between the two rankings is perfect; the two rankings are the same. 0 if the rankings are completely independent.

  7. Correlation - Wikipedia

    en.wikipedia.org/wiki/Correlation

    Rank correlation coefficients, such as Spearman's rank correlation coefficient and Kendall's rank correlation coefficient (τ) measure the extent to which, as one variable increases, the other variable tends to increase, without requiring that increase to be represented by a linear relationship.

  8. Concordant pair - Wikipedia

    en.wikipedia.org/wiki/Concordant_pair

    The Kendall tau distance between two series is the total number of discordant pairs. The Kendall tau rank correlation coefficient, which measures how closely related two series of numbers are, is proportional to the difference between the number of concordant pairs and the number of discordant pairs.

  9. Somers' D - Wikipedia

    en.wikipedia.org/wiki/Somers'_D

    Note that Kendall's tau is symmetric in X and Y, whereas Somers’ D is asymmetric in X and Y. As τ ( X , X ) {\displaystyle \tau (X,X)} quantifies the number of pairs with unequal X values, Somers’ D is the difference between the number of concordant and discordant pairs, divided by the number of pairs with X values in the pair being unequal.