# Kendall's Tau-b

From Q

The correlation between two variables, and , is:

where

- ,
- ,
- ,
- ,
- ,
- ,
- is the Calibrated Weight for the th of is the number of observations,
- is a variable with unique values, categorised in the range ,
- is a variable with unique values, categorised in the range ,

The tests statistic is:

where

- ,
- ,
- ,
- ,
- ,
- ,
- ,
- ,
- ,
- ,
- ,
- ,