Journal article
Generating random series with known values of Kendall's tau
Computer methods and programs in biomedicine, Vol.65(1), pp.17-23
2001
DOI: 10.1016/S0169-2607(00)00102-4
PMID: 11223148
Abstract
Kendall's tau
a offers statistical advantages to the more common Pearson's correlation and both are common in biomedical research. While generating random
X–
Y pairs from a known population value of Pearson's correlation is straightforward, the process for generating random sequences for a known value of Kendall's tau
a is more complicated. Algorithms are presented that yield random numbers from a population with a known expected
τ
a. They begin with a small set of values that have a known
τ. These values are ‘grown’ to produce an arbitrarily large population that has the same expectation as the smaller set. Two examples are given. One example simulated samples from a population where
τ
a equaled 0.33 and confidence intervals are produced. A second example illustrates how the algorithm can be used to provide statistical power estimates for research studies using Kendall's
τ
a.
Details
- Title: Subtitle
- Generating random series with known values of Kendall's tau
- Creators
- Stephan Arndt - Department of Psychiatry, Psychiatry Research — MEB, College of Medicine, University of Iowa, Iowa City, IA 52242, USAVincent Magnotta - Department of Psychiatry, Psychiatry Research — MEB, College of Medicine, University of Iowa, Iowa City, IA 52242, USA
- Resource Type
- Journal article
- Publication Details
- Computer methods and programs in biomedicine, Vol.65(1), pp.17-23
- DOI
- 10.1016/S0169-2607(00)00102-4
- PMID
- 11223148
- NLM abbreviation
- Comput Methods Programs Biomed
- ISSN
- 0169-2607
- eISSN
- 1872-7565
- Publisher
- Elsevier Ireland Ltd
- Language
- English
- Date published
- 2001
- Academic Unit
- Roy J. Carver Department of Biomedical Engineering; Radiology; Psychiatry; Iowa Neuroscience Institute; Biostatistics; Nursing; Injury Prevention Research Center
- Record Identifier
- 9984051784802771
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