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ケンドールの順位相関係数
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1. Kendall tau rank correlation coefficient​In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's tau (τ) coefficient, is a statistic used to measure the association between two measured quantities. A tau test is a non-parametric hypothesis test which uses the coefficient to test for statistical dependence. Specifically, it is a measure of rank correlation: that is, the similarity of the orderings of the data when ranked by each of the quantities.
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