An R Introduction to Statistics

correlation coefficient

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.

Kendall Rank Coefficient

  The correlation coefficient is a measurement of correlation between two random variables. While its computation is straightforward, it is not readily applicable to non-parametric statistics.

Correlation Coefficient

A tutorial on computing the correlation coefficient of two observation variables in statistics.