Talk:Kendall tau rank correlation coefficient
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[edit] Error in explanation
The last paragraph of the definition has a problem: it says
- P can also be interpreted as the number of concordant pairs subtracted by the number of discordant pairs.
This can't be literally true: P (as defined above) is a positive number, while this subtraction doesn't have to be.
Instead, while tau = 2P/N-1 (when N=n*(n-1)/2)), if we write S="number of concordant pairs subtracted by the number of discorant pairs", I think that tau = S/N, so that we have S=(2P-N).
Or am I missing something?
