Difference between revisions of "Kendall's Tau Test"
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Let (x1, y1), (x2, y2), …, (xn, yn) be a set of observations of the joint random variables X and Y respectively, | Let (x1, y1), (x2, y2), …, (xn, yn) be a set of observations of the joint random variables X and Y respectively, | ||
| − | such that all the values of <math>(x_i) and <math>(y_i) are unique. | + | such that all the values of <math>(x_i)</math> and <math>(y_i)</math> are unique. |
Revision as of 08:52, 3 May 2017
KENDALLSTAUTEST(Range1,Range2,alpha,NewTableFlag)
- Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Range1} is the array of x values.
- is the array of y values.
- Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle alpha} is the value from 0 to 1.
- Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle NewTableFlag} is either TRUE or FALSE. TRUE for getting results in a new cube. FALSE will display results in the same cube.
is the array of y values.Description
- It is a statistic test used to measure the ordinal association between two measured quantities.
- It is a measure of rank correlation: the similarity of the orderings of the data when ranked by each of the quantities.
- Kendall correlation between two variables will be high when observations have a similar rank.
- It will be low when observations have a dissimilar rank between the two variables.
Let (x1, y1), (x2, y2), …, (xn, yn) be a set of observations of the joint random variables X and Y respectively, such that all the values of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (x_i)} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (y_i)} are unique.