Sensitivity index to measure dependence on parameters for rankings and top-k rankings

Antoine Rolland1, Jairo Cugliari1

  • 1ERIC EA 3083, Université de Lyon, Universit Lumière Lyon 2, Lyon, France.

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Kendall's tau test, also known as the Kendall rank coefficient test, is a nonparametric method for assessing association between two variables. This test is particularly useful for identifying significant correlations when the distributions of the sample and population are unknown. Developed in 1938 by the British statistician Sir Maurice George Kendall, the tau coefficient (denoted as τ) serves as a rank correlation coefficient, with values ranging from -1 to +1.
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