Statistics in SQL: Kendall's Tau rank correlation

added by DotNetKicks
4/10/2017 1:02:24 PM

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Kendall's Tau rank correlation is a handy way of determining how correlated two variables are, and whether this is more than chance. If you just want a measure of the correlation then you don't have to assume very much about the distribution of the variables. Kendall's Tau is popular with calculating correlations with non-parametric data.