Rank Correlations: Spearman's and Kendall's Tau (FRM T5-06)

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  • Опубліковано 3 гру 2024

КОМЕНТАРІ • 15

  • @friedrichsamuelmartinediso9194

    One of the best explainations ever seen!

  • @citizenobserver7066
    @citizenobserver7066 5 років тому +2

    Thanks David!! This series really helps me to revise the FRM curriculum.. It is terse, yet covers all the details that should be remembered.

    • @bionicturtle
      @bionicturtle  5 років тому

      Glad to hear the videos are helpful!

  • @CPanhchakmoni
    @CPanhchakmoni 3 роки тому

    hope you also provide additional minutes for interpreting the coefficient as well, whether the strength is interpreted the same as Pearson or not. Thank you for a concise demonstration =D

  • @h-s7218
    @h-s7218 2 роки тому

    Great video, thank you very much ! :)

  • @seannguyen3260
    @seannguyen3260 2 роки тому

    Thank you for the video. However, could you share the formula in Kendall's tau how to calculate N(C) and N(D) in your excel file please.

  • @sohuilee1936
    @sohuilee1936 3 роки тому

    You are an amazing professor!! thank you so much :)))

  • @vaibhav402938
    @vaibhav402938 5 років тому

    Hi David
    Can you please review the Kendall explanation for pairs. Seems it is not in sync with the FRM answers

    • @thenivang
      @thenivang 5 років тому

      Are you referring to KAPLAN material? I guess they have incorrectly calculated the types of pairs. I too have the same doubt myself.

    • @vaibhav402938
      @vaibhav402938 5 років тому

      @@thenivang Yes

    • @thenivang
      @thenivang 5 років тому

      @@vaibhav402938 I saw few videos on calculation. And I think Kaplan has done some mistake w.r.t the calculation which is not yet updated in the notes.

    • @bionicturtle
      @bionicturtle  5 років тому +4

      Mine are correct (I'm using strict matrix math), Meissner's text has an error. He has agreed with me, see explainer here www.bionicturtle.com/forum/threads/potential-error-in-p2-t5-mr-9-3-2-3-kendalls-tau-and-concordant-discordant-pairs.8209/

  • @ashutoshpandey1681
    @ashutoshpandey1681 4 роки тому

    thank you sir .

  • @thenivang
    @thenivang 5 років тому

    Hi David,
    Thanks for sharing the video. It was really helpful.
    I need your guidance on one another video w.r.t to how to calculate the number of concordant and discordant pairs.
    The link for the same:
    ua-cam.com/video/oXVxaSoY94k/v-deo.html
    4:20 min onwards..
    Basically what it does is
    Step 1: Just goes on checking from the first row of y(i) till the last one for the number of times the Ranks is larger than themselves.
    Step 2: Just sum all of it. And the same becomes the number of Concordant Pairs.
    Would you please comment on the same.
    Thanks once again.

  • @يومياترؤى-ح6ن
    @يومياترؤى-ح6ن 3 роки тому

    Please add arabic translator to all video