Tau de Kendall
- Created by
- Renato Passos, Eng. de Software
- Reviewed by
- Renato Passos, Eng. de Software
Last updated: Apr 18, 2026
Formula
τ = (C-D)/(n(n-1)/2)
About this calculator
The Kendall's Tau calculator is an advanced statistical tool used to measure the correlation between two ranked or ordered variables. It is particularly useful in situations where the variables do not follow a normal distribution or when the data are presented on an ordinal scale. The Kendall's Tau coefficient, denoted by τ (tau), ranges from -1 to 1, where 1 indicates perfect positive correlation, -1 indicates perfect negative correlation, and 0 indicates no correlation.
The calculation of Kendall's Tau is based on the formula τ = (C-D)/(n(n-1)/2), where C is the number of concordant pairs, D is the number of discordant pairs, and n is the total number of observations. Concordant pairs are those that have the same order in both variables, while discordant pairs have opposite orders. The division by n(n-1)/2 normalizes the result so that it falls within the interval [-1, 1].
Kendall's Tau is widely used in various fields, such as economics, psychology, and health, to analyze the relationship between variables that cannot be adequately treated by parametric methods. It is a robust measure that does not assume linearity or normality of the data, making it a popular choice for non-parametric data analysis.
When using the Kendall's Tau calculator, it is essential to be cautious with the interpretation of results, especially in small samples, where the coefficient may not be very reliable. Additionally, the presence of ties in the data (i.e., equal values in one or both variables) can affect the calculation of Kendall's Tau, although there are methods to handle such situations.
Frequently asked questions
What is Kendall's Tau?
Kendall's Tau is a statistical measure that assesses the correlation between two ranked or ordered variables.
How is Kendall's Tau calculated?
It is calculated using the formula τ = (C-D)/(n(n-1)/2), where C are concordant pairs, D are discordant pairs, and n is the total number of observations.
What is Kendall's Tau used for?
It is used to analyze the relationship between variables that do not follow a normal distribution or that are presented on an ordinal scale.
What do Kendall's Tau values mean?
Values of 1, -1, and 0 indicate perfect positive correlation, perfect negative correlation, and no correlation, respectively.
When should I use Kendall's Tau?
Use it when the variables cannot be adequately treated by parametric methods or when the data are non-parametric.