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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. read more

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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-bcoefficient and is more...

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