학술논문

Revisiting the Kendall Tau Statistic and Kendall's Tau Table Giving P-values
Document Type
Article
Source
한국데이터정보과학회지, 16(2), pp.477-505 May, 2005
Subject
통계학
Language
ISSN
1598-9402
Abstract
This paper gives a computer code that gives p-value's for Kendall's Tau table. The code centers around finding the cumulative frequency of a given Sigma value. Current tables usually give critical values for given cut-off percentages. For small sample sizes the critical values may be inexact, and for large samples the values are not be published. SPSS has a built in function for finding the Kendall rank correlation, but the output does not include the Sigma value. Before the code is given, this paper will concentrate around how to find the Sigma value, and the related tau statistic. The computer code is written in MATLAB, but the ideas can be easily transferred to different languages.