Kendall Tau Calculator Formula
Understand the math behind the kendall tau calculator. Each variable explained with a worked example.
Formulas Used
Kendall tau
tau = (concordant - discordant) / (n * (n - 1) / 2)Total Pairs
total_pairs = n * (n - 1) / 2Variables
| Variable | Description | Default |
|---|---|---|
concordant | Concordant Pairs | 30 |
discordant | Discordant Pairs | 15 |
n | Observations | 10 |
How It Works
Kendall Tau
tau = (C - D)/[n(n-1)/2]
Based on concordant vs discordant pairs.
Worked Example
30 concordant, 15 discordant, n=10.
concordant = 30discordant = 15n = 10
- 01tau = 15/45 = 0.333
Ready to run the numbers?
Open Kendall Tau Calculator