Kendall correlation coefficient

This is seen much less in our field than the Spearman correlation coefficient but is, like the Spearman coefficient, a non-parametric correlation coefficient. It uses ranks of values of the two variables but with a different computation from the Spearman correlation.

Kendall coefficients are often given the Greek letter tau, where Spearman coefficients are denoted by rho and Pearson coefficients by R.

Details #

Kendall actually proposed more than one rank correlation coefficient but this is getting way beyond our remit and we don’t think you’ll meet either of the main ones very often. Feel free to ask someone presenting data using Kendall correlations which is being used!

Try also … #

Pearson correlation coefficient
Spearman correlation coefficient

Chapters #

Nothing here yet!

Online applications #

At some point: online form into which you can upload data and get the scattergram for the data and correlation coefficients with the confidence interval around that observed value.

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