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In [[statistics]], a ''' concordant pair''' is a pair of a two-variable ([[Multivariate_statistics|bivariate]]) observation data-set {'''X'''<sub>''1''</sub>,'''Y'''<sub>''1''</sub>} and {'''X'''<sub>''2''</sub>,'''Y'''<sub>''2''</sub>}, where:
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:<math> \sgn (X_2 - X_1)\ = \sgn (Y_2 - Y_1)\ </math>
 
Correspondingly, a ''' discordant pair''' is a pair, as defined above, where
 
:<math> \sgn (X_2 - X_1)\ = - \sgn (Y_2 - Y_1)\ </math>
 
and the [[sign function]], often represented as '''sgn''', is defined as:
 
:<math> \sgn x = \left\{ \begin{matrix}
-1 & : & x < 0 \\
0 & : &  x = 0 \\
1 & : &  x > 0 \end{matrix} \right. </math>
 
==See also==
 
* [[Kendall tau distance]]
* [[Spearman's rank correlation coefficient]]
* [[Rank correlation]]
* [[sign function]]
 
==References==
 
*[http://www.utdallas.edu/~herve/Abdi-KendallCorrelation2007-pretty.pdf Kendall rank correlation.]
* Kendall, M. (1948) ''Rank Correlation Methods'', Charles Griffin & Company Limited
* Kendall, M. (1938) "A New Measure of Rank Correlation", Biometrica, 30, 81-89.
 
==External links==
* [http://www-groups.dcs.st-and.ac.uk/~history/Biographies/Kendall.html MacTutor: David George Kendall]
* [http://janus.lib.cam.ac.uk/db/node.xsp?id=EAD%2FGBR%2F0014%2FKNDL Janus: The Papers of Professor David Kendall]
 
[[Category:Non-parametric statistics]]
[[Category:Statistical terminology]]

Latest revision as of 17:30, 24 December 2014

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