Kendall's Tau Correlation Calculator

Q: How is Kendall's Tau calculated?

It is calculated using the difference between the number of concordant and discordant pairs in the data.

This calculator is designed for statisticians and researchers who need to determine the strength and direction of association between two ordinal variables. It provides a robust method to calculate Kendall's Tau, a non-parametric correlation coefficient.

Calculator

Input Data (Comma-separated values)*

Results

Kendall's Tau: 0.00

Data Source and Methodology

All calculations are based on the methods described in the authoritative statistical literature. For further reading, please see the standard reference "Introduction to Modern Nonparametric Statistics" by James J. Higgins.

The Formula Explained

Kendall's Tau: \( \tau = \frac{C - D}{\sqrt{(C + D + T) \cdot (C + D + U)}} \)

Glossary of Variables

C: Number of concordant pairs
D: Number of discordant pairs
T: Number of ties only in the first variable
U: Number of ties only in the second variable

Frequently Asked Questions (FAQ)

What is Kendall's Tau?

Kendall's Tau is a statistic used to measure the ordinal association between two measured quantities.

How is Kendall's Tau calculated?

It is calculated by taking the difference between the number of concordant and discordant pairs, divided by the total number of pairs.