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Concordant pair

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In statistics, a concordant pair is a pair of a two-variable (bivariate) observation data-set X1,Y1} and {X2,Y2}, where:

 \sgn (X_2 - X_1)\ = \sgn (Y_2 - Y_1)\

Correspondingly, a discordant pair is a pair, as defined above, where

 \sgn (X_2 - X_1)\ = - \sgn (Y_2 - Y_1)\

and the sign function, often represented as sgn, is defined as:

 \sgn x = \left\{ \begin{matrix} 
-1 & : &  x < 0 \\
0 & : &  x = 0 \\
1 & : &  x > 0 \end{matrix} \right.

See also

References

  • 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

{{enWP|Concordant pair}

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