Kendall tau example EX_II.6.2 give not reasonable answers?

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markus.kantor@me.com
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Joined: Sun Jun 01, 2014 1:45 pm

Kendall tau example EX_II.6.2 give not reasonable answers?

Postby markus.kantor@me.com » Wed Jun 25, 2014 7:42 pm

Greetings!

please find attached a excel file EX_II.6.2 i have used to try to calculate the Kendal tau for two standardized random variables which are approx 0,7 correlated to each othe. i used the example EX_II.6.2. i dont get not reasonable answers. what seems to be the problem.

many thanks in advance,

markus
Attachments
EX_II.6.2 tau.xlsx
example calculation
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