An R Introduction to Statistics

hypothesis testing

Significance Test for Kendall's Tau-b

  A variation of the standard definition of Kendall correlation coefficient is necessary in order to deal with data samples with tied ranks. It known as the Kendall’s tau-b coefficient and is more effective in determining whether two non-parametric data samples with ties are correlated.

Type II Error

  In hypothesis testing, a type II error is due to a failure of rejecting an invalid null hypothesis. The probability of avoiding a type II error is called the power of the hypothesis test, and is denoted by the quantity 1 - β .