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  2. Kendall rank correlation coefficient - Wikipedia

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

    Tau-c (also called Stuart-Kendall Tau-c) [15] was first defined by Stuart in 1953. [16] Contrary to Tau-b, Tau-c can be equal to +1 or -1 for non-square (i.e. rectangular) contingency tables, [15] [16] i.e. when the underlying scale of both variables have different number of possible values. For instance, if the variable X has a continuous ...

  3. Ranking SVM - Wikipedia

    en.wikipedia.org/wiki/Ranking_SVM

    Kendall's Tau also refers to Kendall tau rank correlation coefficient, which is commonly used to compare two ranking methods for the same data set. Suppose r 1 {\displaystyle r_{1}} and r 2 {\displaystyle r_{2}} are two ranking method applied to data set C {\displaystyle \mathbb {C} } , the Kendall's Tau between r 1 {\displaystyle r_{1}} and r ...

  4. Kendall tau distance - Wikipedia

    en.wikipedia.org/wiki/Kendall_tau_distance

    The Kendall tau rank distance is a metric (distance function) that counts the number of pairwise disagreements between two ranking lists. The larger the distance, the ...

  5. Correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Correlation_coefficient

    The Kendall tau rank correlation coefficient is a measure of the portion of ranks that match between two data sets. Goodman and Kruskal's gamma is a measure of the strength of association of the cross tabulated data when both variables are measured at the ordinal level.

  6. Rank correlation - Wikipedia

    en.wikipedia.org/wiki/Rank_correlation

    A correlation of r = 0 indicates that half the pairs favor the hypothesis and half do not; in other words, the sample groups do not differ in ranks, so there is no evidence that they come from two different populations. An effect size of r = 0 can be said to describe no relationship between group membership and the members' ranks.

  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. Maurice Kendall - Wikipedia

    en.wikipedia.org/wiki/Maurice_Kendall

    Sir Maurice George Kendall, FBA (6 September 1907 – 29 March 1983) was a prominent British statistician. The Kendall tau rank correlation is named after him. Education and early life

  9. Correlation - Wikipedia

    en.wikipedia.org/wiki/Correlation

    The correlation coefficient is +1 in the case of a perfect direct (increasing) linear relationship (correlation), −1 in the case of a perfect inverse (decreasing) linear relationship (anti-correlation), [5] and some value in the open interval (,) in all other cases, indicating the degree of linear dependence between the variables. As it ...