Kendall rank correlation coefficient - Wikipedia
"Tau-a" redirects here. For the astronomical radio source, see Taurus A. In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's τ coefficient (after the Greek letter τ, tau), is a statistic used to measure the ordinal association between two measured quantities. A τ test is a non-parametric hypothesis test for statistical dependence based on the τ coefficient. I
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scipy.stats.kendalltau — SciPy v1.13.0 Manual
