Kendall rank correlation coefficient
Kendall rank correlation coefficient
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What Wikipedia says
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.
Excerpt from the Wikipedia article “Kendall rank correlation coefficient”, under the CC BY-SA 4.0 license. Read the article on Wikipedia
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