The Concordance Test, an Alternative to Kruskal-Wallis Based on the Kendall-tau Distance: An R Package

The Kendall rank correlation coefficient, based on the Kendall-\(\tau\) distance, is used to measure the ordinal association between two measurements. In this paper, we introduce a new coefficient also based on the Kendall-\(\tau\) distance, the Concordance coefficient, and a test to measure whether different samples come from the same distribution. This work also presents a new R package, ConcordanceTest, with the implementation of the proposed coefficient. We illustrate the use of the Concordance coefficient to measure the ordinal association between quantity and quality measures when two or more samples are considered. In this sense, the Concordance coefficient can be seen as a generalization of the Kendall rank correlation coefficient and an alternative to the non-parametric mean rank-based methods for comparing two or more samples. A comparison of the proposed Concordance coefficient and the classical Kruskal-Wallis statistic is presented through a comparison of the exact distributions of both statistics.

Javier Alcaraz (Center of Operations Research, Miguel Hernández University) , Laura Anton-Sanchez (Center of Operations Research, Miguel Hernández University) , Juan Francisco Monge (Center of Operations Research, Miguel Hernández University)
2022-10-11

1 Introduction

When we have a sample of observations of a given population it may be difficult to assume that they come from a certain distribution since we may not always have any type of information about the variable under study and when we do, it may not be enough to determine the type of distribution. In these cases, parametric inference is inappropriate. Moreover, this type of technique may be unsuitable should the observations not fulfill any of the basic assumptions on which they are based; normality and a large quantity of data.

Violation of the necessary assumptions in parametric statistics necessitates the use of non-parametric statistics. Non-parametric tests do not depend on the definition of a distribution function or statistical parameters such as mean, variance, etc. The use of non-parametric tests, despite being less powerful, is also adequate when there are not enough observations available, when data are non-normal data or when ordinal data are being analyzed.

Although the first steps in non-parametric statistics began earlier, it was not until the 1930s that a systematic study in this field appeared. (Fisher 1935) introduced the permutation test or randomization test as a simple way to compute the sampling distribution for any test statistic under the null hypothesis that does not establish any effect on all possible outcomes. Over the next two decades some of the main non-parametric tests emerged, (Pitman 1937; Kendall 1938; Kendall and Smith 1939; Friedman 1940; Wilcoxon 1945; Mann and Whitney 1947; Kruskal and Wallis 1952; Kruskal 1958), among others.

The main advantages of the non-parametric tests are: the data can be nonnumerical observations while they can be classified according to some criterion, they are usually easy to calculate and do not make any hypothesis about the distribution of the population from which the samples are taken. We can also cite two drawbacks: the non-parametric tests are less precise than other statistical models and they are based on the order of the elements in the sample and this order will likely stay the same even if the numerical data change.

There are many non-parametric tests in the literature, which can basically be classified into four categories depending on whether: it is a test to compare two or more than two related samples or a test for comparing related or unrelated samples. Examples of the most used non-parametric tests in the literature for each of these four situations are the following: the Wilcoxon signed-rank test (Wilcoxon 1945) for comparing two related samples, the Mann-Whitney (Wilcoxon) test (Mann and Whitney 1947) for comparing two unrelated samples, the Friedman test (Friedman 1940) for comparing three or more related samples, and the Kruskal-Wallis test (Kruskal and Wallis 1952) for comparing three or more unrelated samples. Several methods that exploit some characteristic of the samples have appeared in the literature in recent years, such as (Terpstra and Magel 2003; Alhakim and Hooper 2008).

It is also possible to measure the degree of association of two variables through a non-parametric approach, in that sense we can mention the Kendall rank correlation coefficient (Kendall 1938) and the Spearman rank correlation coefficient (Spearman 1904).

In (Aparicio et al. 2020), the authors introduce the Kendall-\(\tau\) partition ranking; given a ranking of elements of a set and given a disjoint partition of the same set, the Kendall-\(\tau\) partition ranking is the induced linear order of the subsets of the partition which follows from the given ranking of elements of a set. In this work, we propose to use the Kendall-\(\tau\) distance as a concordance measure between the different samples in an ordered set of observations. In this regard, the proposed measure, which we call Concordance coefficient, can be considered as an extension of the Kendall rank correlation coefficient when more than two samples are considered. The main difference between the proposed measure and the previous ones, is the consideration of the Kendall-\(\tau\) distance instead of ranks, which use classical methods. We also propose a significance test in order to determine when more than two samples come from the same distribution, and present a comparison with the classical Kruskal-Wallis method. We illustrate the use of the proposed coefficient with a new R package, ConcordanceTest (Alcaraz et al. 2022), which is freely available from the Comprehensive R Archive Network (CRAN). Actually, R establishes the state of the art in statistical software. There are currently packages for all the non-parametric tests mentioned above, for example: the Kendall package (McLeod 2011), which deals with the Kendall rank correlation coefficient; the pspearman package (Savicky 2014), with the Spearman rank correlation coefficient; or the stats package: an R Core Team and contributors’ worldwide package that contains many of the non-parametric tests for comparing two or more, related or unrelated, samples. The Kendall-\(\tau\) distance, on which the proposed coefficient is based, is one of the most used in distance-based models, for which there are also recent alternatives in R. See, for example, the PerMallows (Irurozki et al. 2016), rankdist (Qian and Yu 2019) or BayesMallows packages (Sorensen et al. 2020).

The remainder of this paper is organized as follows. After a brief review in the next section of the main features of the Kendall rank correlation coefficient and the Kruskal-Wallis statistic, in the following two sections we present the coefficient we propose in this work and illustrate its use with our ConcordanceTest package. Specifically, in the third section we introduce the Concordance coefficient while in the fourth section the related statistical test is presented. The fifth section includes a comparison between the Kruskal-Wallis test in the stats package and that presented in this work. Some final remarks follow in the last section. Appendix A presents an example of the probability distribution of the Concordance coefficient and the Kruskal-Wallis statistic. Appendix B deals with a comparison between the probability density function of the Concordance coefficient and the Kruskal-Wallis statistic for several experiments. Finally, Appendix C presents some details of how the p-values for the Concordance coefficient have been calculated and shows some critical values and exact p-values.

2 Non-parametric tests

This section presents the Kendall rank correlation coefficient (Kendall 1938), a coefficient to measure the relationship between two samples ordinally, and the Kruskal-Wallis statistical test (Kruskal and Wallis 1952), which is a rank-based statistical test to measure whether different samples come from the same distribution, without assuming a given distribution for the population.

Only these two non-parametric tests are presented in detail, since the test proposed in this paper uses the Kendall-\(\tau\) distance and it can be seen as an extension of the Kendall rank correlation coefficient when more than two samples are considered, and it is presented as an alternative to the Kruskal-Wallis statistical test.

The Kendall rank correlation coefficient is a non-parametric measure of correlation. This measure is based on the Kendall-\(\tau\) distance between two permutations of \(n\) elements. The Kendall-\(\tau\) distance (\(d_{K\text{-}\tau}\)) is defined as the number or pairwise disagreements between two permutations \(\pi_1\) and \(\pi_2\). For instance, if we have three elements, the distance from permutation 123 to permutations 132, 231 and 321 is 1, 2 and 3 respectively. The maximum number of disagreements that may occur between two permutations of \(n\) elements is \(n(n-1)/2\) and, in this case, all the values of permutation \(\pi_1\) are in the reverse order of \(\pi_2\).

The Kendall rank correlation coefficient between permutations \(\pi_1\) and \(\pi_2\), denoted by \(\tau\), is defined by \[\tau = 1 - 2 \frac{d_{K\text{-}\tau(\pi_1,\pi_2)}}{n(n-1)/2}.\] The Kendall rank correlation coefficient is used as a statistical test to determine whether there is a relationship or dependence between two random variables. The main advantages of this coefficient are: the data can be non-numerical observations if they can be ordered, it is easy to calculate, and the associated statistical test does not assume a known distribution of the population from which the samples are taken.

The Kruskal-Wallis test is a non-parametric statistical method to study whether different samples come from the same population. The test is the extension of the Mann-Whitney Test (Mann and Whitney 1947) when we have more than two samples or groups. The following example illustrates the Kruskal-Wallis test when comparing three samples.

Example 1. Let us assume that the effectiveness of three different treatments (\(A\), \(B\), \(C\)) has been measured for 6 individuals, two individuals being assigned to each of the treatments, with the effectiveness of each treatment being measured ordinally. We could obtain the result shown in Table 1, where, for example, the effectiveness of treatment \(A\) has been rated in first and third place.

Table 1: Result for an experiment with 6 people and 3 treatments.
\(A\) \(B\) \(A\) \(C\) \(C\) \(B\)
Rank 1 2 3 4 5 6

The Kruskal-Wallis statistic is determined by the difference between the ranks of the individuals in each category with the average rank. In our example, the average rank of the test is \(\overline{R}=3.5\), while the average rank of each of the three treatments are \(\overline{R}_A=2\), \(\overline{R}_B=4\) and \(\overline{R}_C=4.5\). The Kruskal-Wallis statistic, denoted by \(H\), is based on the calculation of the distance of each rank to the average rank, which can be expressed as follows: \[H = -3(n+1)+\frac{12}{n(n+1)}\sum_{i=1}^k \frac{R_i^2}{n_i},\] where \(n\) is the number of observations in the \(k\) samples, \(n_i\) is the number of observations in the \(i\)-th sample and \(R_i\) is the sum of the ranks in the \(i\)-th sample. In our example, the value of the Kruskal-Wallis statistic is: \[H = -3(n+1)+\frac{12}{n(n+1)}\sum_{i=1}^k \frac{R_i^2}{n_i} = -3(6+1)+\frac{12}{6(6+1)}\left (\frac{4^2}{2} + \frac{8^2}{2} + \frac{9^2}{2} \right ) = 2.\] Table 2 shows the probability distribution of the Kruskal-Wallis statistic for 3 treatments, each with 2 patients. Appendix A presents the Kruskal-Wallis statistic for all possible results in the experiment for 3 treatments with 2 people in each. In (Spurrier 2003), the author compares different methods for approximating the null probability points.

Table 2: Probability distribution for the Kruskal-Wallis statistic (\(H\)), with sample sizes \(N = (2,2,2)\).
\(H\) \(Prob\)
0.00 0.06667
0.29 0.13333
0.86 0.13333
1.14 0.13333
2.00 0.13333
2.57 0.06667
3.43 0.13333
3.71 0.13333
4.57 0.06667

3 The Concordance coefficient \(\tau_c\)

In (Aparicio et al. 2020), the authors introduce the Kendall-\(\tau\) partition ranking; given a ranking of elements of a set and given a disjoint partition of the same set, the Kendall-\(\tau\) partition ranking is the induced linear order of the subsets of the partition which follows from the given ranking of elements of a set. The Kendall-\(\tau\) partition ranking presents an ordinal alternative to the mean-based ranking that uses a pseudo-cardinal scale. Let \(\pi\) be permutation of the elements of set \(V\) and let \(V_1\), \(V_2\), \(\ldots\), \(V_k\) be a partition of \(V\) then, the Kendall-\(\tau\) distance from permutation \(\pi\) is given by \[d_{K\text{-}\tau} = \displaystyle \min \{ d_{K\text{-}\tau}(\rho, \pi):\text{ elements in }V_r\text{ are consecutively listed in }\rho,\,\, \forall r \}.\]

This distance is also called the disorder of permutation \(\pi\). For the calculation of the disorder of a permutation of elements, in (Aparicio et al. 2020), the authors establish that the distance or disorder of a permutation of elements \(\pi = (a|a|b|b|a|c|a|b|c|\cdots|c|a|b)\) is given by the solution of the Linear Ordering Problem (LOP) with the preference matrix \(M\), where the element \(m_{ab}\) of matrix \(M\) indicates the number of times that an element \(a\) of sample \(A\) precedes an element \(b\) of sample \(B\) in the order \(\pi\). The solution of the Linear Ordering Problem gives us a new order in the elements of \(\pi\), the closest to \(\pi\), in which all the elements belonging to the same sample are listed consecutively. The book publication by (Martí and Reinelt 2011) provides an exhaustive study of the Linear Ordering Problem.

The authors (Aparicio et al. 2020) present the properties of the Kendall-\(\tau\) partition ranking and compare it with classical mean and median-based rank approaches. Those properties are extracted from social choice theory and are adapted to a partition ranking, see (Arrow 1951; Kemeny 1959; Zahid and Swart 2015). Two of these properties are only true for the Kendall-\(\tau\) partition ranking: the Condorcet and Deletion Independence properties. The Condorcet property establishes that the most preferred subset must be listed before any other in any ranking; and the Deletion Independence property establishes that if any subset is removed, then the induced order of subsets does not change. In permutation \(\pi=(c|c|c|b|b|a|a|c|c)\) the set \(C\) is a condorcet winner, the most preferred set, but \(B\) has a lesser mean rank value than set \(C\) if set \(A\) is not considered in the comparison; therefore, the permutation \(\pi=(c|c|c|b|b|a|a|c|c)\) gives an example where ranking subsets from ranks is not very reliable.

From (Aparicio et al. 2020), the maximum number of disagreements that may occur in a permutation of \(n\) elements (where the elements are classified in \(k\) subsets \(V_1, V_2,\ldots, V_k\) of sizes \(n_1, n_2,\ldots, n_k\) respectively) is \(\sum_{r=1}^k\sum_{s =r+1}^k n_r \, n_s - (GP_{b} +\sum_{r=1}^k\sum_{s =r+1}^k \displaystyle\lfloor\frac{n_r n_s}{2}\displaystyle\rfloor )\), where \(GP_{b}\) is the Generalized Pentagonal Number of \(b\), and \(b\) the number of subsets \(V_k\) with odd cardinality. The Generalized Pentagonal number \(GP_{b}\), for \(b\in \mathbb{N}\), is \[GP_b=\left\{ \begin{array}{ll}\displaystyle\frac{\ell(3\ell -1)}{2} & b=2\ell \,\, (b \,\, \text{even}),\\ & \\\displaystyle\frac{\ell(3\ell +1)}{2} & b=2\ell +1 \,\, (b \,\, \text{odd}).\\ \end{array} \right.\] This maximum number of disagreements (the maximum disorder) in a permutation \(\pi\) of elements, allows us to define a relative disorder coefficient of permutation \(\pi\) as \[relative\, disorder(\pi) = \frac{\displaystyle d_{K\text{-}\tau}(\pi)}{\displaystyle\sum_{r=1}^k\sum_{s =r+1}^k n_r \, n_s - (GP_{b} +\sum_{r=1}^k\sum_{s =r+1}^k\displaystyle\lfloor\frac{n_r n_s}{2}\displaystyle\rfloor )}.\]

Definition 1. We define the Concordance coefficient (\(\tau_c\)) of permutation \(\pi\) as \[\tau_c= 1- relative\, disorder(\pi) = 1- \frac{\displaystyle d_{K\text{-}\tau}(\pi)}{\displaystyle\sum_{r=1}^k\sum_{s =r+1}^k n_r \, n_s - (GP_{b} +\sum_{r=1}^k\sum_{s =r+1}^k\displaystyle\lfloor\frac{n_r n_s}{2}\displaystyle\rfloor )} .\]

The Concordance coefficient (\(\tau_c\)) provides a measure of independence in the \(k\) samples, where \(\tau_c\) is a value between 0 and 1, taking the value of 1 when there is a total order between the samples, and 0 when the disorder is maximum. In this sense, the Concordance coefficient can be seen as a generalization of the Kendall rank correlation coefficient when we have more than two samples. Given that the Concordance coefficient satisfies the properties mentioned above, we consider it is more appropriate for measuring differences between samples than a rank-based method, such as Kruskal-Wallis’.

Example 1 (Cont.). Continuing with the data in Example 1, the results of the experiment provide the following order or permutation of the treatments \(\pi=(a|b|a|c|c|b|)\).

Given the order of individuals \(\pi=(a|b|a|c|c|b|)\), the ordering between individuals that leaves individuals with the same treatment together is ordination (\(a\) \(a\) \(b\) \(b\) \(c\) \(c\)) or (\(a\) \(a\) \(c\) \(c\) \(b\) \(b\)). Both ordinations only need 3 pairwise disagreements from the permutation \(\pi\). In order to find the permutation of elements (equal elements listed consecutively) closer to a given permutation, it is sufficient to solve the Linear Ordering Problem (LOP) with the preference matrix defined above. In this example, said matrix is:

\[\begin{matrix} & \begin{matrix} A & B & C \end{matrix}\\ \begin{matrix} A \\ B \\ C \end{matrix} & \begin{pmatrix} - & 3 & 4 \\ 1 & - & 2 \\ 0 & 2 & - \end{pmatrix} \end{matrix},\]

where each element of the matrix \(m_{ij}\) represents the number of times an individual of a treatment \(i\) precedes an individual of the treatment \(j\). The solution of the LOP is the permutation of treatments which maximizes the preferences of order in the experiment, that is, in this example, the permutations of treatments \((A\ B\ C)\) or \((A\ C\ B)\) retain 9 preferences expressed in the order of individuals represented by the permutation \(\pi\). Therefore, the distance of the permutation \(\pi\) to a total order between treatments is \(\sum_{i<j} n_i n_j -9 =3\). This distance, which is the number of pairwise disagreements needed in a permutation of elements to reach a permutation that establishes a total order between treatments, is denominated the disorder of a permutation by the authors of the work by [Aparicio et al. (2020)]1.

Then, the relative disorder of permutation \(\pi\) can be evaluated as \[relative \,disorder(\pi) = \frac{\displaystyle d_{K\text{-}\tau}(\pi)}{\displaystyle\sum_{r=1}^k\sum_{s =r+1}^k n_r \, n_s - (GP_{b} +\sum_{r=1}^k\sum_{s =r+1}^k\displaystyle\lfloor\frac{n_r n_s}{2}\displaystyle\rfloor )} =\frac{\displaystyle 3}{\displaystyle 12 - (0 +6 )} = \frac{3}{6}=\frac{1}{2},\] and the Concordance coefficient \[\tau_c= 1- relative\,disorder(\pi) = 1-\frac{1}{2}=\frac{1}{2}.\] Notice that no set of this example has odd cardinality, therefore the pentagonal number is \(GP_0=0\).

Table 3 shows the probability distribution of the disorder and the Concordance coefficient for 3 treatments with 2 patients each. Appendix A presents the disorder and the Concordance coefficient for all possible results in the experiment with sample sizes \(N = (2,2,2)\). Figure 1 compares the probability distribution of the Concordance coefficient and the Kruskal-Wallis statistic, for 3 treatments and 2 people in each treatment. Notice that some Kruskal-Wallis statistic values (\(H\)=2.57) are less probable than large ones.

Table 3: Probability distribution of the disorder (\(dis\)) and the Concordance coefficient (\(\tau_c\)), with sample sizes \(N = (2,2,2)\).
\(dis\) \(\tau_c\) \(Prob\)
6 0.0000 0.06667
5 0.1667 0.13333
4 0.3333 0.20000
3 0.5000 0.20000
2 0.6667 0.20000
1 0.8333 0.13333
0 1.0000 0.06667
graphic without alt text
Figure 1: Probability distribution of the Concordance coefficient (\(\tau_c\)=1-relative disorder) and the Kruskal-Wallis statistic (\(H\)), with sample sizes \(N = (2,2,2)\).

The Concordance coefficient in ConcordanceTest package

The R package we have developed allows to calculate both the Concordance coefficient and the Kruskal-Wallis statistic in order to facilitate their comparison. Given the high combinatorial degree of the problem of ordering samples of populations, some of the functions implemented in the package can perform the calculations exactly, exploring the entire sample space or possibilities, or they can approximate the sample space or possibilities by simulation.

The ConcordanceTest package can be installed from CRAN:

install.packages("ConcordanceTest")
library("ConcordanceTest")

and its functions can perform the calculations related only to the Concordance coefficient (default option, specified with the parameter H=0) or do them also for the Kruskal-Wallis statistic (H=1), allowing their comparison.

To obtain the probability distribution of the statistics, it is necessary to have the set of all possible permutations that can occur in the result of the experiment that we want to analyze (90=6!/2!2!2! in Example 1). This can be obtained through the function Permutations_With_Repetition(), which has been developed and included in the ConcordanceTest package.

The function CT_Distribution() calculates the probability distribution of the Concordance coefficient and the Kruskal-Wallis statistic. The set of possibilities (sample space) grows very quickly with the number of elements and with the number of sets and, in some cases, to calculate the probability distribution in an exact way becomes unaffordable, making it necessary to approximate calculations. Both an exact and an approximate calculation (default option) can be done using the function CT_Distribution(). It is used as follows:

CT_Distribution(Sample_Sizes, Num_Sim = 10000, H = 0, verbose = TRUE)

where Sample_Sizes is a numeric vector \((n_1,\ldots,n_k)\) containing the number of repetitions of each element, i.e., the size of each sample in the experiment. Num_Sim is the number of simulations to be performed in order to obtain the probability distribution of the statistics (10,000 by default). If Num_Sim is set to 0, the probability distribution tables are obtained exactly using the function Permutations_With_Repetition(). H is the parameter specifying whether the calculations must also be performed for the Kruskal-Wallis statistic, and verbose is a logical parameter that indicates whether some progress report of the simulations should be given.

Example 1 (Cont.). Using the function CT_Distribution() with Num_Sim equal to 0, we could obtain the probability distribution of the Kruskal-Wallis statistic and the Concordance coefficient in Example 1 (Tables 2 and 3, respectively) in an exact way. As shown in this example, we can also approximate the probability distributions of Example 1 by simulating, for example, 25,000 permutations of 3 treatments with 2 patients each. Note that, for reproducibility, we always initialize the generator for pseudo-random numbers when the results rely on simulation.

set.seed(12)
Sample_Sizes <- c(2,2,2)
CT_Distribution(Sample_Sizes, Num_Sim = 25000, H = 1)

$C_freq
     disorder  Concordance coefficient Frequency Probability
[1,]        6                     0.00         6      0.0667
[2,]        5                     0.17        12      0.1333
[3,]        4                     0.33        18      0.2000
[4,]        3                     0.50        18      0.2000
[5,]        2                     0.67        18      0.2000
[6,]        1                     0.83        12      0.1333
[7,]        0                     1.00         6      0.0667

$H_freq
      H Statistic Frequency Probability
 [1,]        0.00         6      0.0667
 [2,]        0.29        12      0.1333
 [3,]        0.86        12      0.1333
 [4,]        1.14        12      0.1333
 [5,]        2.00        12      0.1333
 [6,]        2.57         6      0.0667
 [7,]        3.43        12      0.1333
 [8,]        3.71        12      0.1333
 [9,]        4.57         6      0.0667

The function CT_Distribution() returns two elements. C_freq is a matrix with the probability distribution of the Concordance coefficient. Each row in the matrix contains the disorder, the value of the Concordance coefficient \(\tau_c\), the frequency and its probability. H_freq (only returned if H = 1) is a matrix with the probability distribution of the Kruskal-Wallis statistic. Each row in the matrix contains the value of the statistic \(H\), the frequency and its probability. The results obtained by the function CT_Distribution() are the same as those previously shown in Table 3 and Table 2 of Example 1.

4 Concordance test

In this section, we present the Concordance test in order to evaluate when different samples come from the same population distribution. The randomization test introduced by (Fisher 1935) establishes a framework for the statistical test based on permutations, see also (Box 1980; Stern 1990; Welch 1990).

If all the samples come from the same distribution, then all possible ways to rank \(n\) observations divided into \(k\) samples have the same probability of occurring. If a result of the experiment provides an order of the observations with a high disorder, it will support the idea that all observations come from the same population. On the contrary, a result with a small disorder will go against the claim that the observations come from the same population. In this way, we propose to consider samples that come from the same distribution as null hypothesis, while the alternative hypothesis is that some of the samples come from a different distribution.

\(H_0\):

There is no difference among the \(k\) populations.

\(H_a\):

At least one of the populations differs from the other populations.

The decision rule is to reject the null hypothesis if the disorder in the permutation of observations is small, equivalently if the Concordance coefficient \(\tau_c\) is close to one. We reject the null hypothesis \(H_0\) at the significance level \(\alpha\) if \(\tau_c\) is greater than the percentile \((1-\alpha)\%\) of the probability distribution of \(\tau_c\).

The following example illustrates the use of the Concordance test proposed in this work and compares it with the classical Kruskal-Wallis non-parametric test. The comparison will be made first considering that there are no ties and then modifying the data in the example so that ties appear.

Example 2.

Suppose we have applied three treatments to 18 patients, measuring the number of hours it takes these patients to recover. The results are shown in Table 4.

Table 4: Result for an experiment with 18 patients and 3 treatments.
Hours
Treatment A 12 13 15 20 23 28 30 32 40 48
Treatment B 29 31 49 52 54
Treatment C 24 26 44

Concordance test:

The experiment ranks the patients in the following ranking \[(a\ a\ a\ a\ a\ c\ c\ a\ b\ a\ b\ a\ a\ c\ a\ b\ b\ b).\]

If we perform the contrast using the disorder statistic or the Concordance coefficient \(\tau_c\), we must calculate the permutation of treatments that maximizes the order between patients obtained in the experiment. The matrix of preferences between treatments observed is as follows:

\[\begin{matrix} & \begin{matrix} A & B & C \end{matrix}\\ \begin{matrix} A \\ B \\ C \end{matrix} & \begin{pmatrix} - & 43 & 19 \\ 7 & - & 2 \\ 11 & 13 & - \end{pmatrix} \end{matrix}\] The order between treatments that maximizes the order between patients corresponds to the order \((A\ C\ B)\), satisfying 75 of the 95 preferences contained in the matrix, where the value 75 is the solution of the Linear Ordering Problem (LOP)2. Therefore, exactly 20 = 95-75 is the number of pairwise disagreements necessary to order the samples and obtain the order (ACB), that is, the disorder is 20. The greatest disorder that an order of elements can have with samples of 10, 5 and 3 elements is given by: \(\sum_{r=1}^3\sum_{s =r+1}^3 n_r \, n_s - (GP_{b} +\sum_{r=1}^3\sum_{s =r+1}^3 \displaystyle\lfloor\frac{n_r n_s}{2}\displaystyle\rfloor ) = 95 - (1 + 47) = 47\), therefore the Concordance coefficient is \(\tau_c = 1-20/47= 0.574\). The p-value of the disorder 20 or, equivalently, of the Concordance coefficient \(\tau_c=0.574\) is 0.0492723, therefore, at a level of significance less than 5% we can reject the null hypothesis of equality in treatments.

Kruskal-Wallis test:

The treatments A, B and C have average ranks of 7.3, 14.2 and 9, respectively, and the sum of ranks are \(R_A=73\), \(R_B=71\) and \(R_C=27\).

The Kruskal-Wallis statistic is given by: \[H = -3(n+1)+\frac{12}{n(n+1)}\sum \frac{R_i^2}{n_i}= -3(18+1)+\frac{12}{18(18+1)}\left( \frac{73^2}{10} +\frac{71^2}{5}+\frac{27^2}{3}\right)=5.6\]

In (Meyer and Seaman 2015), exact values for the Kruskal-Wallis contrast at different levels of significance are found. We can conclude by looking at the tables that the p-value of the \(H\) statistic is greater than 0.05, therefore, we cannot reject the null hypothesis that the treatments are equally effective.

Comparing both methods, the Concordance and Kruskal-Wallis tests provide similar results about the statistic but the conclusion differs.

Example 3.

Suppose we have the same experiment as in Example 2 but with ties. The results are shown in Table 5. Ties are in bold.

Table 5: Result for an experiment with 18 patients and 3 treatments. Example with ties.
Hours
Treatment A 12 13 15 20 24 29 30 32 40 49
Treatment B 29 31 49 52 54
Treatment C 24 26 44

Concordance test with ties:

The results of the experiment order the individuals according to the sequence: \[(a\ a\ a\ a\ (a\ c)\ c\ (a\ b)\ a\ b\ a\ a\ c\ (a\ b)\ b\ b)\] where the elements grouped in the order indicates that they tie. There are \(8\) different possibilities in order to undo ties in the ranking of elements. If the same probability is assumed for all of them, the expected preference matrix between treatments is given distributing the preference in the comparison of repeated observations with the same weight, that is, assigning the value 0.5 to each of the treatments when two tied units are compared. The preference matrix for this example would be as follows:

\[\begin{matrix} & \begin{matrix} A & B & C \end{matrix} \\ \begin{matrix} A \\ B \\ C \end{matrix} & \begin{pmatrix} - & 42 & 18.5 \\ 8 & - & 2 \\ 11.5 & 13 & -\\ \end{pmatrix} \end{matrix}\] Note that the previous matrix represents the matrix of expected preferences if all permutations of items with ties in which they are undone are considered, with the same probability of tie between elements.

The order between treatments that maximizes the order between patients, corresponds to the order \((A\ C\ B)\), satisfying 73.5 of the 95 preferences contained in the matrix, where 73.5 is the solution of the Linear Ordering Problem. Therefore, 21.5 = 95-73.5 is the expected number of pairwise disagreements necessary to order the samples and obtain the order \((A\ C\ B)\), that is, the disorder is 21.5 or, equivalently, the Concordance coefficient is \(\tau = 1-21.5/47= 0.543\), a value with a significance greater than 0.05, \(p - value > 0.05\). In this case, the observed data do not show significant evidence in favor of a difference in the effectiveness of treatments.

Kruskal-Wallis test with ties:

The treatments A, B and C have average ranks of 7.45, 14 and 8.83, respectively, and the sum of ranks are \(R_A=74.5\), \(R_B=70\) and \(R_C=26.5\).

The Kruskal-Wallis statistic is given by: \[H = -3(n+1)+\frac{12}{n(n+1)}\sum \frac{R_i^2}{n_i}= -3(18+1)+\frac{12}{18(18+1)}\left( \frac{74.5^2}{10} +\frac{70^2}{5}+\frac{26.5^2}{3}\right)=5.074\]

If we make the adjustment in the statistic for ties, we get: \[\tilde{H} = \frac{H}{\displaystyle 1-\frac{ \sum_(t_i^3-t_i)}{N^3-N}} = \frac{5.074}{\displaystyle 1-\frac{(2^3-2)+(2^3-2)+(2^3-2)}{18^3-18}}=\displaystyle 5.0897\]

where \(t_i\) is the number of ties of each value.

In this case, the Kruskal-Wallis test provides the same conclusion as the Concordance test; uncertainty being greater when we have ties.

Concordance test in ConcordanceTest package

The ConcordanceTest R-package allows to perform the hypothesis test for testing whether samples originate from the same distribution with the function CT_Hypothesis_Test(), which carries out the calculations by simulation. It is used as follows:

CT_Hypothesis_Test(Sample_List, Num_Sim = 10000, H = 0, verbose = TRUE)

where Sample_List is a list of numeric data vectors with the elements of each sample, Num_Sim is the number of used simulations (10,000 by default), H specifies whether the Kruskal-Wallis test must also be done, and verbose is a logical parameter that indicates whether some progress report of the simulations should be given.

Example 2 (Cont.). We use the ConcordanceTest* package to perform the Concordance and Kruskal-Wallis tests of Example 2. We use 25,000 simulations.*

set.seed(12)
A <- c(12,13,15,20,23,28,30,32,40,48)
B <- c(29,31,49,52,54)
C <- c(24,26,44)
Sample_List <- list(A, B, C)
CT_Hypothesis_Test(Sample_List, Num_Sim = 25000, H = 1)

$results
                        Statistic p-value
Concordance coefficient     0.574 0.04928
Kruskal Wallis              5.600 0.05292

$C_p_value
[1] 0.04928

$H_p_value
[1] 0.05292

The function CT_Hypothesis_Test() provides the value of the statistics together with the p-value associated with each of them. The result of the Kruskal-Wallis test is only returned if H = 1. Note that the approximated p-values obtained by simulation are close to the exact ones, 0.04927 and 0.05223 for the Concordance coefficient and the Kruskal-Wallis statistic, respectively.

An alternative to the contrast performed with the function CT_Hypothesis_Test() is to obtain the critical values of our contrast. This can be done with the ConcordanceTest package both in an exact or approximate way, using the function CT_Critical_Values(). It is used as follows:

CT_Critical_Values(Sample_Sizes, Num_Sim = 10000, H = 0, verbose = TRUE)

where Sample_Sizes is a numeric vector \((n_1,\ldots,n_k)\) containing the number of repetitions of each element, i.e., the size of each sample in the experiment. Num_Sim is the number of simulations carried out in order to obtain the probability distribution of the statistics (10,000 by default). If Num_Sim is set to 0, the critical values are obtained in an exact way. Otherwise they are obtained by simulation. H is the parameter specifying whether the critical values of the Kruskal-Wallis test must be calculated and returned, and verbose is a logical parameter that indicates whether some progress report of the simulations should be given.

The function returns a list with two elements. C_results are the critical values and p-values for a desired significance levels of 0.1, .05 and .01 of the Concordance coefficient, and H_results are the critical values and p-values of the Kruskal-Wallis statistic (only returned if H = 1).

Example 2 (Cont.). We show the results of the function CT_Critical_Values() with sample sizes \(N=(10,5,3)\) and 25,000 simulations. The results allow us to compare the test statistics with different significance levels.

set.seed(12)
Sample_Sizes <- c(10,5,3)
CT_Critical_Values(Sample_Sizes, Num_Sim = 25000, H = 1)

$C_results
              |  disorder |  Concordance coefficient |  p-value
Sig level .10          23                       0.51     0.0954
Sig level .05          20                       0.57     0.0492
Sig level .01          14                       0.70     0.0096

$H_results
              |  H Statistic |  p-value
Sig level .10           4.55     0.0995
Sig level .05           5.72     0.0497
Sig level .01           7.78     0.0097

To obtain the Concordance coefficient and the Kruskal-Wallis statistic from the result of an experiment, the ConcordanceTest package has the function CT_Coefficient(). This function is useful when we only want to obtain the value of the statistic to check its significance using statistical tables. The function CT_Coefficient() is used as follows:

CT_Coefficient(Sample_List, H = 0)

where Sample_List is a list of numeric data vectors with the elements of each sample, and H is defined as usual.

Example 2 (Cont.). We show the results of the function CT_Coefficient() for the data in Example 2.

A <- c(12,13,15,20,23,28,30,32,40,48)
B <- c(29,31,49,52,54)
C <- c(24,26,44)
Sample_List <- list(A, B, C)
CT_Coefficient(Sample_List, H = 1)

$Sample_Sizes
[1] 10  5  3

$order_elements
 [1] 1 1 1 1 1 3 3 1 2 1 2 1 1 3 1 2 2 2

$disorder
[1] 20

$Concordance_Coefficient
[1] 0.5744681

$H_Statistic
[1] 5.6

The function CT_Coefficient() returns a list with the following elements: Sample_Sizes is a numeric vector with the sample sizes, order_elements is a numeric vector containing the elements order, disorder is the disorder of the permutation given by order_elements, Concordance_Coefficient is the value of the Concordance coefficient \(\tau_c\), that is, 1 minus the relative disorder of the permutation given by order_elements, and H_Statistic is the Kruskal-Wallis statistic (only returned if H = 1).

Note that we can also solve problems with ties (as in Example 3) with the ConcordanceTest package.

Other functions in the ConcordanceTest package

The graphical visualization of the probability distributions of the Concordance coefficient and the Kruskal-Wallis statistic can be done with the function CT_Probability_Plot(). It is used as follows:

CT_Probability_Plot(C_freq = NULL, H_freq = NULL)

Using the function CT_Density_Plot() of the ConcordanceTest package, we can make an approximate representation of the density functions of the statistics, assuming that the probability distributions represent a sample of a continuous variable. It is used as follows:

CT_Density_Plot(C_freq = NULL, H_freq = NULL)

In both functions, C_freq is the probability distribution of the Concordance coefficient and H_freq is the probability distribution of the Kruskal-Wallis statistic, obtained exactly or approximately with the function CT_Distribution(). The function CT_Probability_Plot() can represent both probability distributions or only one of them (if it only receives the parameter C_freq or H_freq). Equivalently, the function CT_Density_Plot() can represent both density distributions or only one of them. Appendix B presents the empirical density probability functions for several experiments, where sample sizes vary form \(N=(4,4)\) to \(N=(5,5,4,4,4,4,4)\).

Example 2 (Cont.). Graphical visualization of the probability distributions and the density distributions of Example 2 generated by simulation. The first row of Figure 2 compares the probability distribution of the Concordance coefficient and the Kruskal-Wallis statistic. The second row of Figure 2 shows the probability density function of the Concordance coefficient (continuous line) and the Kruskal-Wallis statistic (dashed line). Note that the \(H\) statistic has been normalized between 0 and 1.

set.seed(12)
Sample_Sizes <- c(10,5,3)
ProbDistr <- CT_Distribution(Sample_Sizes, Num_Sim = 25000, H = 1)
layout(matrix(c(1,3,2,3), ncol=2))
CT_Probability_Plot(C_freq = ProbDistr$C_freq, H_freq = ProbDistr$H_freq)
CT_Density_Plot(C_freq = ProbDistr$C_freq, H_freq = ProbDistr$H_freq)
graphic without alt text
Figure 2: Probability distributions (first row) and density distributions (second row) of the Concordance coefficient (\(\tau_c\)=1-relative disorder) and the Kruskal-Wallis statistic (\(H\)), with sample sizes \(N=(10,5,3)\).

As we mentioned in Figure 1, Figure 2 also shows that similar values of the Kruskal-Wallis statistic present very different probabilities, and this leads to a less smooth function than that presented by the Concordance coefficient. We can also see that the Concordance coefficient presents a more symmetrical distribution. This performance is generalized and, therefore, we consider that the Concordance coefficient is more reliable than the Kruskal-Wallis statistic.

The ConcordanceTest package also contains the function LOP(), which solves the Linear Ordering Problem from a square data matrix. This function allows to calculate the disorder of a permutation of elements from the preference matrix induced by that permutation and, therefore, it is necessary for the calculation of the Concordance coefficient. The function LOP() is used by functions CT_Distribution(), CT_Hypothesis_Test() and CT_Coefficient(). It is used as follows:

LOP(mat_LOP)

where mat_LOP is the preference matrix defining the Linear Ordering Problem, a numeric square matrix for which we want to obtain the permutation of rows/columns that maximizes the sum of the elements above the main diagonal.

The function LOP() returns a list with the following elements: obj_val is the optimal value of the solution of the Linear Ordering Problem, that is, the sum of the elements above the main diagonal under the permutation rows/columns solution, permutation is the solution of the Linear Ordering Problem, that is, the rows/columns permutation, and permutation_matrix is the optimal permutation matrix of the Linear Ordering Problem.

Example 2 (Cont.). The matrix of preferences between treatments observed in Example 2 was:

\[\begin{matrix} &\begin{matrix} A & B & C \end{matrix} \\ \begin{matrix} A\\ B \\ C \end{matrix} & \begin{pmatrix} - & 43 & 19 \\ 7 & - & 2\\ 11 & 13 & - \end{pmatrix} \end{matrix}\] If we apply the function LOP() on this preference matrix we obtain the following results:

mat_LOP <- matrix(c(0,7,11,43,0,13,19,2,0), nrow=3)
LOP(mat_LOP)

$obj_val
[1] 75

$permutation
[1] 1 3 2

$permutation_matrix
     [,1] [,2] [,3]
[1,]    0    1    1
[2,]    0    0    0
[3,]    0    1    0

As we saw previously, the order between treatments that maximizes the order between patients corresponds to the order \((A\ C\ B)\) (permutation = 1 3 2), satisfying obj_val = 75 of the preferences contained in the matrix.

5 Comparison with kruskal.test() function from stats package

The well-known stats package contains, among many other functions, the function kruskal.test() that performs a Kruskal-Wallis rank sum test. In this section, we compare the results obtained with the ConcordanceTest package presented in this work and the function kruskal.test(), making use of the dataset from (Hollander and Wolfe 1973) referenced in the kruskal.test() examples.

Example 4. Comparison of kruskal.test() (stats package) and CT_Hypothesis_Test() functions with 25,000 simulations (ConcordanceTest package) using the dataset from (Hollander and Wolfe 1973).

## Hollander & Wolfe (1973), 116.
## Mucociliary efficiency from the rate of removal of dust in normal
##  subjects, subjects with obstructive airway disease, and subjects
##  with asbestosis.

x <- c(2.9, 3.0, 2.5, 2.6, 3.2) # normal subjects
y <- c(3.8, 2.7, 4.0, 2.4)      # with obstructive airway disease
z <- c(2.8, 3.4, 3.7, 2.2, 2.0) # with asbestosis
Sample_List <- list(x, y, z)

kruskal.test(Sample_List)

    Kruskal-Wallis rank sum test

data:  Sample_List
Kruskal-Wallis chi-squared = 0.77143, df = 2, p-value = 0.68

set.seed(12)
CT_Hypothesis_Test(Sample_List, Num_Sim = 25000, H = 1)

results
                        Statistic p-value
Concordance coefficient     0.188 0.78408
Kruskal-Wallis              0.771 0.71080

$C_p_value
[1] 0.78408

$H_p_value
[1] 0.7108

As can be observed, the value of the Kruskal-Wallis statistic is the same with both functions (0.771). However, the p-values associated with the statistic differ.

The Kruskal-Wallis statistic follows approximately a \(\chi^2\) distribution with degrees of freedom equal to the number of groups minus 1 (Kruskal and Wallis 1952). For this reason, the function kruskal.test() uses a \(\chi^2\) distribution to approximate the p-value (using the function pchisq()). In the case of the function CT_Hypothesis_Test(), it calculates the p-values using the simulations performed (25,000 in this example).

The function CT_Distribution() of the ConcordanceTest package allows the probability distribution tables of the Concordance coefficient and Kruskal-Wallis statistic to be computed, and they can be obtained exactly or by simulation. We can get the exact probability distribution tables and, consequently, the exact p-values in Example 4 with

CT_Distribution(c(5,4,5), Num_Sim = 0, H = 1)

In Example 4, the exact p-value for the Kruskal-Wallis statistic is 0.71077. Therefore, the difference between our p-value obtained with 25,000 simulations (0.71080) and the exact one is 0.00003, while the difference between the p-value approximated by the \(\chi^2\) distribution (0.68) and the exact one is 0.03077. Regarding the Concordance coefficient, the exact p-value is 0.78468, hence, the difference between our p-value obtained with 25,000 simulations (0.78408) and the exact one is 0.0006.

It is worth noting that the function kruskal.test() uses the \(\chi^2\) distribution to approximate the p-value regardless of the size of the samples, but (Kruskal and Wallis 1952) state that the Kruskal-Wallis statistic is distributed approximately as a \(\chi^2\), unless the samples are too small, in which case special approximations or exact tables should be provided. On the contrary, the ConcordanceTest package can always obtain a good approximation of the p-values, regardless of the size of the samples, as long as a high number of simulations is used.

6 Final remarks and future research

A new measure based on the Kendall-\(\tau\) distance is presented in this work to estimate the concordance of different samples. A statistical test to determine when different observations come from the same distribution is also introduced. A comparison with the classical Kruskal-Wallis test is introduced to show that both tests differ. As we have shown, the proposed coefficient is more appropriate and reliable than rank-based methods. This work also describes the R package ConcordanceTest (Alcaraz et al. 2022), which contains all the functions needed to work with the proposed Concordance coefficient and allows its comparison with the Kruskal-Wallis statistic.

This work aims to be an introduction of the new concordance measure between samples, but there still remains much to be done. There is a new problem and further challenges for researchers, for example: studying the asymptotic distribution of the Concordance coefficient, exploring the possibility of finding the exact distribution with the help of modern computing, or analyzing the power of the Concordance test presented in this work, among others.

7 Acknowledgments

The authors thank the grants PID2019-105952GB-I00 funded by Ministerio de Ciencia e Innovación/ Agencia Estatal de Investigación /10.13039/501100011033, Spain, and PROMETEO/2021/063 funded by the government of the Valencian Community, Spain.

8 Appendix A: Results in the experiment with sample sizes \(N=(2,2,2)\)

Table 6 shows the Concordance coefficient (\(\tau_c\)) and Kruskal-Wallis statistic (\(H\)) for all possible results in an experiment with three treatments and two people in each treatment.

Table 6: Concordance coefficient (\(\tau_c\)) and Kruskal-Wallis statistic (\(H\)) for all possible results in an experiment with sample sizes \(N=(2,2,2).\)
\(dis\) \(\tau_c\) \(H\) \(dis\) \(\tau_c\) \(H\) \(dis\) \(\tau_c\) \(H\)
a a b b c c 0 1.0000 4.57 b a a b c c 2 0.6667 3.43 c a a b b c 4 0.3333 1.14
a a b c b c 1 0.8333 3.71 b a a c b c 3 0.5000 2.00 c a a b c b 3 0.5000 2.00
a a b c c b 2 0.6667 3.43 b a a c c b 4 0.3333 1.14 c a a c b b 2 0.6667 3.43
a a c b b c 2 0.6667 3.43 b a b a c c 1 0.8333 3.71 c a b a b c 5 0.1667 0.29
a a c b c b 1 0.8333 3.71 b a b c a c 2 0.6667 2.57 c a b a c b 4 0.3333 0.86
a a c c b b 0 1.0000 4.57 b a b c c a 3 0.5000 2.00 c a b b a c 6 0.0000 0.00
a b a b c c 1 0.8333 3.71 b a c a b c 4 0.3333 0.86 c a b b c a 5 0.1667 0.29
a b a c b c 2 0.6667 2.57 b a c a c b 5 0.1667 0.29 c a b c a b 3 0.5000 1.14
a b a c c b 3 0.5000 2.00 b a c b a c 3 0.5000 1.14 c a b c b a 4 0.3333 0.86
a b b a c c 2 0.6667 3.43 b a c b c a 4 0.3333 0.86 c a c a b b 1 0.8333 3.71
a b b c a c 3 0.5000 2.00 b a c c a b 6 0.0000 0.00 c a c b a b 2 0.6667 2.57
a b b c c a 4 0.3333 1.14 b a c c b a 5 0.1667 0.29 c a c b b a 3 0.5000 2.00
a b c a b c 3 0.5000 1.14 b b a a c c 0 1.0000 4.57 c b a a b c 6 0.0000 0.00
a b c a c b 4 0.3333 0.86 b b a c a c 1 0.8333 3.71 c b a a c b 5 0.1667 0.29
a b c b a c 4 0.3333 0.86 b b a c c a 2 0.6667 3.43 c b a b a c 5 0.1667 0.29
a b c b c a 5 0.1667 0.29 b b c a a c 2 0.6667 3.43 c b a b c a 4 0.3333 0.86
a b c c a b 5 0.1667 0.29 b b c a c a 1 0.8333 3.71 c b a c a b 4 0.3333 0.86
a b c c b a 6 0.0000 0.00 b b c c a a 0 1.0000 4.57 c b a c b a 3 0.5000 1.14
a c a b b c 3 0.5000 2.00 b c a a b c 5 0.1667 0.29 c b b a a c 4 0.3333 1.14
a c a b c b 2 0.6667 2.57 b c a a c b 6 0.0000 0.00 c b b a c a 3 0.5000 2.00
a c a c b b 1 0.8333 3.71 b c a b a c 4 0.3333 0.86 c b b c a a 2 0.6667 3.43
a c b a b c 4 0.3333 0.86 b c a b c a 3 0.5000 1.14 c b c a a b 3 0.5000 2.00
a c b a c b 3 0.5000 1.14 b c a c a b 5 0.1667 0.29 c b c a b a 2 0.6667 2.57
a c b b a c 5 0.1667 0.29 b c a c b a 4 0.3333 0.86 c b c b a a 1 0.8333 3.71
a c b b c a 6 0.0000 0.00 b c b a a c 3 0.5000 2.00 c c a a b b 0 1.0000 4.57
a c b c a b 4 0.3333 0.86 b c b a c a 2 0.6667 2.57 c c a b a b 1 0.8333 3.71
a c b c b a 5 0.1667 0.29 b c b c a a 1 0.8333 3.71 c c a b b a 2 0.6667 3.43
a c c a b b 2 0.6667 3.43 b c c a a b 4 0.3333 1.14 c c b a a b 2 0.6667 3.43
a c c b a b 3 0.5000 2.00 b c c a b a 3 0.5000 2.00 c c b a b a 1 0.8333 3.71
a c c b b a 4 0.3333 1.14 b c c b a a 2 0.6667 3.43 c c b b a a 0 1.0000 4.57

9 Appendix B: Comparison of distributions

Table 7 shows the probability density function of the Concordance coefficient (continuous lines) and the Kruskal-Wallis statistic (dashed lines) generated by simulation. Number of simulations 100,000. Note that the \(H\) statistic has been normalized between 0 and 1.

Table 7: Empirical density probability functions for several experiments (Concordance coefficient in continuous lines and Kruskal-Wallis statistic in dashed lines), where sample sizes vary form \(N=(4,4)\) to \(N=(5,5,4,4,4,4,4)\).
image image image
Sample_Sizes=(4,4) Sample_Sizes=(3,3,2) Sample_Sizes=(2,2,2,2)
image image image
Sample_Sizes=(5,4) Sample_Sizes=(3,3,3) Sample_Sizes=(3,2,2,2)
image image image
Sample_Sizes=(5,5) Sample_Sizes=(4,3,3) Sample_Sizes=(3,3,2,2)
image image image
Sample_Sizes=(7,6) Sample_Sizes=(5,5,5) Sample_Sizes=(4,4,4,3)
image image image
Sample_Sizes=(10,10) Sample_Sizes=(7,7,6) Sample_Sizes=(5,5,5,5)
image image image
Sample_Sizes=(15,15) Sample_Sizes=(10,10,10) Sample_Sizes=(8,8,7,7)
image image image
Sample_Sizes=(6,6,6,6,6,6) Sample_Sizes=(5,5,5,5,5,5) Sample_Sizes=(5,5,4,4,4,4,4)

10 Appendix C: Concordance coefficient p-values

In order to compute the probability distribution of the Concordance coefficient, the enumeration of all the permutations of elements from an order is required. Note for example that if we have 4 samples with 6 elements each, \(N=(6,6,6,6)\), the number of possible results in the experiment is \(24!/6!6!6!6!\) \(= 2.15433\cdot 10 ^{20}\). The total computational time to compute the Concordance coefficient for all \(2.15433\cdot 10 ^{20}\) possibilities was more than 60 days in an Intel(R) Xeon (R) processor CPU E5-2650 v3 @ 2.30 GHz, 20 cores and RAM 64 GiB. Algorithm 1 presents the recursive function used to evaluate the Concordance coefficient probability distribution.

graphic without alt text
Algorithm 1: Algorithm to compute the exact probability distribution function of the Concordance coefficient \(\tau_c\)

Tables 8, 9 and 10 show the critical values and exact p-values of the Concordance coefficient \(\tau_c\) at desired significance levels of 0.10, 0.05 and 0.01 for \(k\)=2, \(k\)=3 and \(k\)=4 samples, respectively.

Table 8: Critical values and exact p-values of the Concordance coefficient \(\tau_c\) for \(k\)=2 samples.
Sample Sizes \(dis\) \(\tau_c\) p-value \(dis\) \(\tau_c\) p-value \(dis\) \(\tau_c\) p-value
.10 .05 .01
4 1
4 2
4 3 0 1.000000 0.057143
4 4 1 0.875000 0.057143 0 1.000000 0.028571
5 1
5 2 0 1.000000 0.095238
5 3 1 0.857143 0.071429 0 1.000000 0.035714
5 4 2 0.800000 0.063492 1 0.900000 0.031746
5 5 4 0.666667 0.095238 2 0.833333 0.031746 0 1.000000 0.007937
6 1
6 2 0 1.000000 0.071429
6 3 2 0.777778 0.095238 1 0.888889 0.047619
6 4 3 0.750000 0.066667 2 0.833333 0.038095 0 1.000000 0.009524
6 5 5 0.666667 0.082251 3 0.800000 0.030303 1 0.933333 0.008658
6 6 7 0.611111 0.093074 5 0.722222 0.041126 2 0.888889 0.008658
7 1
7 2 0 1.000000 0.055556
7 3 2 0.800000 0.066667 1 0.900000 0.033333
7 4 4 0.714286 0.072727 3 0.785714 0.042424 0 1.000000 0.006061
7 5 6 0.647059 0.073232 5 0.705882 0.047980 1 0.941176 0.005051
7 6 8 0.619048 0.073427 6 0.714286 0.034965 3 0.857143 0.008159
7 7 11 0.541667 0.097319 8 0.666667 0.037879 4 0.833333 0.006993
8 1
8 2 1 0.875000 0.088889 0 1.000000 0.044444
8 3 3 0.750000 0.084848 2 0.833333 0.048485
8 4 5 0.687500 0.072727 4 0.750000 0.048485 1 0.937500 0.008081
8 5 8 0.600000 0.093240 6 0.700000 0.045066 2 0.900000 0.006216
8 6 10 0.583333 0.081252 8 0.666667 0.042624 4 0.833333 0.007992
8 7 13 0.535714 0.093862 10 0.642857 0.040093 6 0.785714 0.009324
8 8 15 0.531250 0.082984 13 0.593750 0.049883 7 0.781250 0.006993
9 1
9 2 1 0.888889 0.072727 0 1.000000 0.036364
9 3 3 0.769231 0.063636 2 0.846154 0.036364 0 1.000000 0.009091
9 4 6 0.666667 0.075524 4 0.777778 0.033566 1 0.944444 0.005594
9 5 9 0.590909 0.082917 7 0.681818 0.041958 3 0.863636 0.006993
9 6 12 0.555556 0.087912 10 0.629630 0.049550 5 0.814815 0.007592
9 7 15 0.516129 0.090734 12 0.612903 0.041783 7 0.774194 0.007867
9 8 18 0.500000 0.092719 15 0.583333 0.046401 9 0.750000 0.007898
9 9 21 0.475000 0.093912 17 0.575000 0.039984 11 0.725000 0.007775
10 1
10 2 1 0.900000 0.060606 0 1.000000 0.030303
10 3 4 0.733333 0.076923 3 0.800000 0.048951 0 1.000000 0.006993
10 4 7 0.650000 0.075924 5 0.750000 0.035964 2 0.900000 0.007992
10 5 11 0.560000 0.099234 8 0.680000 0.039960 4 0.840000 0.007992
10 6 14 0.533333 0.093407 11 0.633333 0.041958 6 0.800000 0.007493
10 7 17 0.514286 0.087824 14 0.600000 0.043089 9 0.742857 0.009667
10 8 20 0.500000 0.083139 17 0.575000 0.043421 11 0.725000 0.008547
10 9 24 0.466667 0.094720 20 0.555556 0.043474 13 0.711111 0.007621
10 10 27 0.460000 0.089210 23 0.540000 0.043257 16 0.680000 0.008931
11 1
11 2 1 0.909091 0.051282 0 1.000000 0.025641
11 3 5 0.687500 0.087912 3 0.812500 0.038462 0 1.000000 0.005495
11 4 8 0.636364 0.077656 6 0.727273 0.039560 2 0.909091 0.005861
11 5 12 0.555556 0.089744 9 0.666667 0.038004 5 0.814815 0.008700
11 6 16 0.515152 0.098255 13 0.606061 0.047673 7 0.787879 0.007111
11 7 19 0.500000 0.085344 16 0.578947 0.044118 10 0.736842 0.008296
11 8 23 0.477273 0.090842 19 0.568182 0.040883 13 0.704545 0.009103
11 9 27 0.448980 0.095177 23 0.530612 0.046452 16 0.673469 0.009693
11 10 31 0.436364 0.098618 26 0.527273 0.042964 18 0.672727 0.007950
11 11 34 0.433333 0.087946 30 0.500000 0.047307 21 0.650000 0.008330
12 1
12 2 2 0.833333 0.087912 1 0.916667 0.043956
12 3 5 0.722222 0.070330 4 0.777778 0.048352 1 0.944444 0.008791
12 4 9 0.625000 0.078022 7 0.708333 0.041758 3 0.875000 0.007692
12 5 13 0.566667 0.081771 11 0.633333 0.048481 6 0.800000 0.009373
12 6 17 0.527778 0.083064 14 0.611111 0.041478 9 0.750000 0.009696
12 7 21 0.500000 0.083115 18 0.571429 0.044931 12 0.714286 0.009764
12 8 26 0.458333 0.097880 22 0.541667 0.047345 15 0.687500 0.009558
12 9 30 0.444444 0.095451 26 0.518519 0.049073 18 0.666667 0.009288
12 10 34 0.433333 0.093090 29 0.516667 0.042570 21 0.650000 0.008957
12 11 38 0.424242 0.090842 33 0.500000 0.043879 24 0.636364 0.008625
12 12 42 0.416667 0.088734 37 0.486111 0.044902 27 0.625000 0.008293
13 1
13 2 2 0.846154 0.076190 1 0.923077 0.038095
13 3 6 0.684211 0.082143 4 0.789474 0.039286 1 0.947368 0.007143
13 4 10 0.615385 0.078992 8 0.692308 0.044538 3 0.884615 0.005882
13 5 15 0.531250 0.094538 12 0.625000 0.045985 7 0.781250 0.009804
13 6 19 0.512820 0.087424 16 0.589744 0.046218 10 0.743590 0.009214
13 7 24 0.466667 0.096801 20 0.555556 0.045562 13 0.711111 0.008462
13 8 28 0.461538 0.089046 24 0.538462 0.044553 17 0.673077 0.009937
13 9 33 0.431035 0.095557 28 0.517241 0.043376 20 0.655172 0.008910
13 10 37 0.430769 0.088294 33 0.492308 0.049329 24 0.630769 0.009888
13 11 42 0.408451 0.093307 37 0.478873 0.047448 27 0.619718 0.008848
13 12 47 0.397436 0.097642 41 0.474359 0.045711 31 0.602564 0.009556
13 13 51 0.392857 0.090847 45 0.464286 0.044117 34 0.595238 0.008601
14 1
14 2 2 0.857143 0.066667 1 0.928571 0.033333
14 3 7 0.666667 0.091176 5 0.761905 0.047059 1 0.952381 0.005882
14 4 11 0.607143 0.079085 9 0.678571 0.046405 4 0.857143 0.007843
14 5 16 0.542857 0.087031 13 0.628571 0.043688 7 0.800000 0.007224
14 6 21 0.500000 0.091331 17 0.595238 0.040764 11 0.738095 0.008720
14 7 26 0.469388 0.093774 22 0.551020 0.046096 15 0.693878 0.009684
14 8 31 0.446429 0.095018 26 0.535714 0.042149 18 0.678571 0.008125
14 9 36 0.428571 0.095574 31 0.507936 0.045585 22 0.650794 0.008568
14 10 41 0.414286 0.095643 36 0.485714 0.048404 26 0.628571 0.008851
14 11 46 0.402597 0.095427 40 0.480519 0.044228 30 0.610390 0.009022
14 12 51 0.392857 0.095012 45 0.464286 0.046354 34 0.595238 0.009114
14 13 56 0.384615 0.094479 50 0.450549 0.048173 38 0.582418 0.009150
14 14 61 0.377551 0.093868 55 0.438776 0.049736 42 0.571429 0.009146
15 1
15 2 3 0.800000 0.088235 1 0.933333 0.029412
15 3 7 0.681818 0.075980 5 0.772727 0.039216 2 0.909091 0.009804
15 4 12 0.600000 0.079979 10 0.666667 0.048504 5 0.833333 0.009288
15 5 18 0.513514 0.098297 14 0.621622 0.041796 8 0.783784 0.007740
15 6 23 0.488889 0.094833 19 0.577778 0.044855 12 0.733333 0.008367
15 7 28 0.461538 0.091085 24 0.538462 0.046522 16 0.692308 0.008526
15 8 33 0.450000 0.087332 29 0.516667 0.047304 20 0.666667 0.008456
15 9 39 0.417910 0.095507 34 0.492537 0.047584 24 0.641791 0.008255
15 10 44 0.413333 0.090971 39 0.480000 0.047524 29 0.613333 0.009616
15 11 50 0.390244 0.097262 44 0.463415 0.047262 33 0.597561 0.009154
15 12 55 0.388889 0.092610 49 0.455556 0.046866 37 0.588889 0.008710
15 13 61 0.371134 0.097721 54 0.443299 0.046394 42 0.567010 0.009635
15 14 66 0.371429 0.093216 59 0.438095 0.045875 46 0.561905 0.009115
15 15 72 0.357143 0.097526 64 0.428571 0.045334 51 0.544643 0.009875
16 1
16 2 3 0.812500 0.078431 1 0.937500 0.026144
16 3 8 0.666667 0.084623 6 0.750000 0.047472 2 0.916667 0.008256
16 4 14 0.562500 0.099484 11 0.656250 0.049948 5 0.843750 0.007430
16 5 19 0.525000 0.091012 15 0.625000 0.040100 9 0.775000 0.008158
16 6 25 0.479167 0.098026 21 0.562500 0.048731 13 0.729167 0.007988
16 7 30 0.464286 0.088694 26 0.535714 0.046876 18 0.678571 0.009578
16 8 36 0.437500 0.092602 31 0.515625 0.044823 22 0.656250 0.008748
16 9 42 0.416667 0.095397 37 0.486111 0.049384 27 0.625000 0.009643
16 10 48 0.400000 0.097414 42 0.475000 0.046707 31 0.612500 0.008685
16 11 54 0.386364 0.098866 47 0.465909 0.044271 36 0.590909 0.009256
16 12 60 0.375000 0.099904 53 0.447917 0.047276 41 0.572917 0.009707
16 13 65 0.375000 0.091611 59 0.432692 0.049924 45 0.567308 0.008738
16 14 71 0.366071 0.092540 64 0.428571 0.047205 50 0.553571 0.009064
16 15 77 0.358333 0.093259 70 0.416667 0.049381 55 0.541667 0.009331
16 16 83 0.351562 0.093812 75 0.414062 0.046815 60 0.531250 0.009551
17 1
17 2 3 0.823529 0.070175 2 0.882353 0.046784
17 3 9 0.640000 0.092982 6 0.760000 0.040351 2 0.920000 0.007018
17 4 15 0.558824 0.098580 11 0.676471 0.040434 6 0.823529 0.009023
17 5 20 0.523810 0.084909 17 0.595238 0.047695 10 0.761905 0.008582
17 6 26 0.490196 0.086501 22 0.568627 0.043766 15 0.705882 0.009867
17 7 33 0.440678 0.099490 28 0.525424 0.047171 19 0.677966 0.008518
17 8 39 0.426471 0.097491 34 0.500000 0.049474 24 0.647059 0.009005
17 9 45 0.407895 0.095246 39 0.486842 0.044566 29 0.618421 0.009248
17 10 51 0.400000 0.092922 45 0.470588 0.045937 34 0.600000 0.009341
17 11 57 0.387097 0.090623 51 0.451613 0.046916 39 0.580645 0.009331
17 12 64 0.372549 0.097270 57 0.441176 0.047604 44 0.568627 0.009257
17 13 70 0.363636 0.094466 63 0.427273 0.048075 49 0.554545 0.009141
17 14 77 0.352941 0.099995 69 0.420168 0.048385 54 0.546219 0.008999
17 15 83 0.346457 0.096996 75 0.409449 0.048571 60 0.527559 0.009973
17 16 89 0.345588 0.094235 81 0.404412 0.048664 65 0.522059 0.009731
17 17 96 0.333333 0.098687 87 0.395833 0.048686 70 0.513889 0.009494
18 1
18 2 4 0.777778 0.094737 2 0.888889 0.042105
18 3 9 0.666667 0.079699 7 0.740741 0.046617 2 0.925926 0.006015
18 4 16 0.555556 0.098154 12 0.666667 0.042379 6 0.833333 0.007382
18 5 22 0.511111 0.094327 18 0.600000 0.045707 11 0.755556 0.008916
18 6 28 0.481481 0.089527 24 0.555556 0.047193 16 0.703704 0.009421
18 7 35 0.444444 0.096701 30 0.523810 0.047418 21 0.666667 0.009445
18 8 41 0.430556 0.090496 36 0.500000 0.046988 26 0.638889 0.009233
18 9 48 0.407407 0.095074 42 0.481481 0.046198 31 0.617284 0.008893
18 10 55 0.388889 0.098664 48 0.466667 0.045221 37 0.588889 0.009955
18 11 61 0.383838 0.092197 55 0.444444 0.049392 42 0.575758 0.009388
18 12 68 0.370370 0.094866 61 0.435185 0.047865 47 0.564815 0.008851
18 13 75 0.358974 0.097070 67 0.427350 0.046401 53 0.547009 0.009505
18 14 82 0.349206 0.098905 74 0.412698 0.049436 58 0.539683 0.008925
18 15 88 0.348148 0.092994 80 0.407407 0.047795 64 0.525926 0.009432
18 16 95 0.340278 0.094552 86 0.402778 0.046272 70 0.513889 0.009880
18 17 102 0.333333 0.095895 93 0.392157 0.048652 75 0.509804 0.009265
18 18 109 0.327160 0.097059 99 0.388889 0.047085 81 0.500000 0.009631
19 1
19 2 4 0.789474 0.085714 2 0.894737 0.038095 0 1.000000 0.009524
19 3 10 0.642857 0.087013 7 0.750000 0.040260 3 0.892857 0.009091
19 4 17 0.552632 0.097346 13 0.657895 0.043817 7 0.815789 0.008583
19 5 23 0.510638 0.088368 19 0.595745 0.043902 12 0.744681 0.009270
19 6 30 0.473684 0.092321 25 0.561404 0.042778 17 0.701754 0.009001
19 7 37 0.439394 0.094199 32 0.515152 0.047622 22 0.666667 0.008489
19 8 44 0.421053 0.094915 38 0.500000 0.044792 28 0.631579 0.009436
19 9 51 0.400000 0.094882 45 0.470588 0.047700 33 0.611765 0.008572
19 10 58 0.389474 0.094392 52 0.452632 0.049957 39 0.589474 0.009074
19 11 65 0.375000 0.093614 58 0.442308 0.046502 45 0.567308 0.009429
19 12 72 0.368421 0.092664 65 0.429825 0.048074 51 0.552632 0.009674
19 13 80 0.349594 0.099454 72 0.414634 0.049346 57 0.536585 0.009835
19 14 87 0.345865 0.097861 78 0.413534 0.046065 63 0.526316 0.009935
19 15 94 0.338028 0.096301 85 0.401408 0.047054 69 0.514085 0.009986
19 16 101 0.335526 0.094785 92 0.394737 0.047883 74 0.513158 0.009009
19 17 109 0.322981 0.099827 99 0.385093 0.048578 81 0.496894 0.009991
19 18 116 0.321637 0.098072 106 0.380117 0.049163 87 0.491228 0.009960
19 19 123 0.316667 0.096409 113 0.372222 0.049656 93 0.483333 0.009914
20 1 0 1.000000 0.095238
20 2 4 0.800000 0.077922 2 0.900000 0.034632 0 1.000000 0.008658
20 3 11 0.633333 0.093732 8 0.733333 0.046302 3 0.900000 0.007905
20 4 18 0.550000 0.096932 14 0.650000 0.045360 8 0.800000 0.009976
20 5 25 0.500000 0.096970 20 0.600000 0.042349 13 0.740000 0.009561
20 6 32 0.466667 0.094905 27 0.550000 0.045858 18 0.700000 0.008652
20 7 39 0.442857 0.091932 34 0.514286 0.047798 24 0.657143 0.009315
20 8 47 0.412500 0.099062 41 0.487500 0.048749 30 0.625000 0.009617
20 9 54 0.400000 0.094682 48 0.466667 0.049091 36 0.600000 0.009687
20 10 62 0.380000 0.099577 55 0.450000 0.049031 42 0.580000 0.009616
20 11 69 0.372727 0.094896 62 0.436364 0.048718 48 0.563636 0.009458
20 12 77 0.358333 0.098543 69 0.425000 0.048240 54 0.550000 0.009249
20 13 84 0.353846 0.093978 76 0.415385 0.047661 60 0.538462 0.009012
20 14 92 0.342857 0.096865 83 0.407143 0.047021 67 0.521429 0.009796
20 15 100 0.333333 0.099377 90 0.400000 0.046348 73 0.513333 0.009462
20 16 107 0.331250 0.094950 98 0.387500 0.049370 79 0.506250 0.009140
20 17 115 0.323529 0.097069 105 0.382353 0.048471 86 0.494118 0.009721
20 18 123 0.316667 0.098957 112 0.377778 0.047600 92 0.488889 0.009363
20 19 130 0.315789 0.094835 119 0.373684 0.046761 99 0.478947 0.009856
20 20 138 0.310000 0.096500 127 0.365000 0.049090 105 0.475000 0.009484
Table 9: Critical values and exact p-values of the Concordance coefficient \(\tau_c\) for \(k\)=3 samples.
Sample Sizes \(dis\) \(\tau_c\) p-value \(dis\) \(\tau_c\) p-value \(dis\) \(\tau_c\) p-value
.10 .05 .01
2 1 1
2 2 1
2 2 2 0 1.000000 0.066667
3 1 1
3 2 1
3 2 2 1 0.875000 0.085714 0 1.000000 0.028571
3 3 1 0 1.000000 0.042857 0 1.000000 0.042857
3 3 2 2 0.800000 0.085714 1 0.900000 0.032143
3 3 3 3 0.769231 0.064286 2 0.846154 0.028571 0 1.000000 0.003571
4 1 1
4 2 1 0 1.000000 0.057143
4 2 2 1 0.900000 0.042857 1 0.900000 0.042857
4 3 1 1 0.888889 0.064286 0 1.000000 0.021429
4 3 2 3 0.769231 0.077778 2 0.846154 0.038095 0 1.000000 0.004762
4 3 3 5 0.687500 0.090000 3 0.812500 0.025714 1 0.937500 0.004286
4 4 1 2 0.833333 0.060317 1 0.916667 0.028571 0 1.000000 0.009524
4 4 2 4 0.750000 0.060952 3 0.812500 0.032381 1 0.937500 0.005714
4 4 3 7 0.650000 0.095065 5 0.750000 0.035325 3 0.850000 0.009351
4 4 4 9 0.625000 0.086580 7 0.708333 0.036883 4 0.833333 0.006580
5 1 1
5 2 1 1 0.875000 0.095238 0 1.000000 0.035714
5 2 2 2 0.833333 0.058201 1 0.916667 0.023810 0 1.000000 0.007937
5 3 1 2 0.818182 0.075397 1 0.909091 0.035714
5 3 2 4 0.733333 0.072222 3 0.800000 0.038889 1 0.933333 0.007143
5 3 3 6 0.684211 0.070130 5 0.736842 0.041558 2 0.894737 0.005195
5 4 1 4 0.714286 0.098413 2 0.857143 0.031746 0 1.000000 0.004762
5 4 2 6 0.684211 0.079654 5 0.736842 0.049062 2 0.894737 0.006926
5 4 3 9 0.608696 0.098341 7 0.695652 0.042641 4 0.826087 0.008009
5 4 4 11 0.607143 0.079343 9 0.678571 0.037163 6 0.785714 0.008658
5 5 1 5 0.705882 0.077201 4 0.764706 0.047619 1 0.941176 0.006494
5 5 2 8 0.636364 0.084416 6 0.727273 0.035714 3 0.863636 0.006133
5 5 3 11 0.592593 0.089022 9 0.666667 0.042374 5 0.814815 0.005828
5 5 4 14 0.562500 0.089498 12 0.625000 0.047072 8 0.750000 0.009039
5 5 5 17 0.540541 0.088887 14 0.621622 0.036630 10 0.729730 0.008016
6 1 1
6 2 1 1 0.900000 0.063492 0 1.000000 0.023810
6 2 2 3 0.785714 0.066667 2 0.857143 0.034921 0 1.000000 0.004762
6 3 1 3 0.769231 0.083333 2 0.846154 0.045238 0 1.000000 0.007143
6 3 2 5 0.722222 0.067532 4 0.777778 0.039394 1 0.944444 0.003896
6 3 3 8 0.636364 0.087554 6 0.727273 0.035390 3 0.863636 0.005844
6 4 1 5 0.705882 0.089177 3 0.823529 0.032035 1 0.941176 0.007792
6 4 2 8 0.636364 0.096537 6 0.727273 0.041414 3 0.863636 0.007359
6 4 3 11 0.592593 0.099933 9 0.666667 0.048119 5 0.814815 0.006893
6 4 4 14 0.562500 0.099310 11 0.656250 0.036934 7 0.781250 0.006394
6 5 1 7 0.650000 0.094156 5 0.750000 0.040043 2 0.900000 0.007576
6 5 2 10 0.615385 0.087468 8 0.692308 0.041570 4 0.846154 0.005661
6 5 3 13 0.580645 0.081205 11 0.645161 0.041625 7 0.774194 0.007635
6 5 4 17 0.540541 0.097296 14 0.621622 0.040721 10 0.729730 0.009238
6 5 5 20 0.523810 0.087370 17 0.595238 0.039446 12 0.714286 0.007222
6 6 1 9 0.625000 0.095571 7 0.708333 0.046287 3 0.875000 0.006660
6 6 2 12 0.600000 0.080039 10 0.666667 0.041173 6 0.800000 0.007588
6 6 3 16 0.555556 0.089258 13 0.638889 0.036473 9 0.750000 0.008044
6 6 4 20 0.523810 0.094960 17 0.595238 0.043424 12 0.714286 0.008249
6 6 5 24 0.500000 0.098268 21 0.562500 0.049106 15 0.687500 0.008321
6 6 6 27 0.500000 0.082204 24 0.555556 0.042636 18 0.666667 0.008323
7 1 1 0 1.000000 0.083333
7 2 1 2 0.818182 0.094444 1 0.909091 0.044444
7 2 2 4 0.750000 0.076768 3 0.812500 0.042424 1 0.937500 0.009091
7 3 1 4 0.733333 0.092424 2 0.866667 0.028788 0 1.000000 0.004545
7 3 2 7 0.650000 0.098737 5 0.750000 0.039394 2 0.900000 0.006061
7 3 3 9 0.640000 0.071270 8 0.680000 0.047669 4 0.840000 0.006294
7 4 1 6 0.684211 0.083333 4 0.789474 0.033333 1 0.947368 0.004545
7 4 2 9 0.640000 0.078788 7 0.720000 0.035664 4 0.840000 0.007692
7 4 3 12 0.600000 0.074026 10 0.666667 0.036680 6 0.800000 0.006061
7 4 4 16 0.555556 0.090541 13 0.638889 0.036572 9 0.750000 0.007779
7 5 1 8 0.652174 0.077506 6 0.739130 0.035354 3 0.869565 0.007770
7 5 2 12 0.586207 0.089494 10 0.655172 0.046481 6 0.793103 0.008658
7 5 3 16 0.542857 0.098957 13 0.628571 0.040904 9 0.742857 0.009108
7 5 4 19 0.536585 0.081531 17 0.585366 0.048012 12 0.707317 0.009257
7 5 5 23 0.510638 0.085929 20 0.574468 0.041698 15 0.680851 0.009291
7 6 1 11 0.592593 0.096820 8 0.703704 0.035881 5 0.814815 0.009907
7 6 2 15 0.558824 0.097303 12 0.647059 0.040593 8 0.764706 0.009135
7 6 3 19 0.525000 0.096083 16 0.600000 0.043746 11 0.725000 0.008244
7 6 4 23 0.510638 0.092608 20 0.574468 0.045458 14 0.702128 0.007419
7 6 5 27 0.490566 0.088632 24 0.547170 0.046362 18 0.660377 0.009231
7 6 6 31 0.483333 0.084562 28 0.533333 0.046592 21 0.650000 0.008248
7 7 1 13 0.580645 0.088462 11 0.645161 0.049728 6 0.806452 0.007653
7 7 2 17 0.552632 0.081371 15 0.605263 0.048067 10 0.736842 0.009368
7 7 3 22 0.511111 0.093660 19 0.577778 0.045940 13 0.711111 0.007505
7 7 4 26 0.500000 0.083679 23 0.557692 0.043172 17 0.673077 0.008389
7 7 5 31 0.474576 0.090678 27 0.542373 0.040628 21 0.644068 0.009101
7 7 6 36 0.454545 0.095828 32 0.515152 0.046525 25 0.621212 0.009656
7 7 7 40 0.452055 0.085655 36 0.506849 0.043267 28 0.616438 0.007945
8 1 1 0 1.000000 0.066667
8 2 1 2 0.846154 0.068687 1 0.923077 0.032323
8 2 2 5 0.722222 0.083502 3 0.833333 0.028283 1 0.944444 0.006061
8 3 1 5 0.705882 0.097980 3 0.823529 0.036364 1 0.941176 0.009091
8 3 2 8 0.652174 0.091064 6 0.739130 0.039627 3 0.869565 0.007615
8 3 3 11 0.607143 0.084582 9 0.678571 0.041026 5 0.821429 0.006394
8 4 1 7 0.681818 0.077389 5 0.772727 0.033877 2 0.909091 0.006216
8 4 2 11 0.607143 0.091553 9 0.678571 0.046309 5 0.821429 0.007681
8 4 3 14 0.588235 0.076546 12 0.647059 0.040884 8 0.764706 0.008560
8 4 4 18 0.550000 0.083417 16 0.600000 0.048629 11 0.725000 0.008991
8 5 1 10 0.615385 0.089355 8 0.692308 0.045732 4 0.846154 0.007881
8 5 2 14 0.575758 0.090768 11 0.666667 0.036408 7 0.787879 0.007489
8 5 3 18 0.538462 0.090415 15 0.615385 0.040041 10 0.743590 0.006990
8 5 4 22 0.521739 0.087620 19 0.586957 0.042130 14 0.695652 0.009212
8 5 5 26 0.500000 0.084260 23 0.557692 0.043404 17 0.673077 0.008280
8 6 1 13 0.580645 0.096881 10 0.677419 0.040004 6 0.806452 0.008614
8 6 2 17 0.552632 0.089066 14 0.631579 0.039832 9 0.763158 0.007065
8 6 3 21 0.533333 0.081197 18 0.600000 0.038672 13 0.711111 0.008335
8 6 4 26 0.500000 0.090348 23 0.557692 0.046990 17 0.673077 0.009265
8 6 5 31 0.474576 0.097034 27 0.542373 0.043907 21 0.644068 0.009983
8 6 6 35 0.469697 0.086285 32 0.515152 0.049960 24 0.636364 0.008137
8 7 1 15 0.571429 0.081138 13 0.628571 0.047786 8 0.771429 0.009091
8 7 2 20 0.534884 0.087307 17 0.604651 0.042356 12 0.720930 0.009450
8 7 3 25 0.500000 0.091071 22 0.560000 0.047473 16 0.680000 0.009437
8 7 4 30 0.482759 0.092169 26 0.551724 0.041134 20 0.655172 0.009202
8 7 5 35 0.461538 0.091936 31 0.523077 0.044101 24 0.630769 0.008929
8 7 6 40 0.452055 0.090824 36 0.506849 0.046234 28 0.616438 0.008639
8 7 7 45 0.437500 0.089477 41 0.487500 0.047863 32 0.600000 0.008348
8 8 1 18 0.550000 0.086668 15 0.625000 0.042022 10 0.750000 0.009297
8 8 2 23 0.520833 0.085381 20 0.583333 0.044213 14 0.708333 0.008570
8 8 3 29 0.482143 0.099335 25 0.553571 0.044954 18 0.678571 0.007749
8 8 4 34 0.468750 0.093356 30 0.531250 0.044695 23 0.640625 0.009074
8 8 5 39 0.458333 0.087277 35 0.513889 0.044004 27 0.625000 0.008054
8 8 6 45 0.437500 0.094509 40 0.500000 0.043013 32 0.600000 0.009033
8 8 7 50 0.431818 0.087903 46 0.477273 0.049055 37 0.579545 0.009894
8 8 8 56 0.416667 0.093322 51 0.468750 0.047287 41 0.572917 0.008809
9 1 1 0 1.000000 0.054545
9 2 1 3 0.785714 0.093939 1 0.928571 0.024242 0 1.000000 0.009091
9 2 2 6 0.700000 0.090443 4 0.800000 0.035431 1 0.950000 0.004196
9 3 1 5 0.736842 0.069231 4 0.789474 0.044056 1 0.947368 0.006294
9 3 2 9 0.640000 0.084815 7 0.720000 0.039461 4 0.840000 0.009091
9 3 3 13 0.580645 0.096883 10 0.677419 0.036064 6 0.806452 0.006533
9 4 1 8 0.666667 0.073327 6 0.750000 0.034565 3 0.875000 0.007592
9 4 2 12 0.612903 0.077416 10 0.677419 0.040573 6 0.806452 0.007752
9 4 3 16 0.567568 0.078701 14 0.621622 0.044560 9 0.756757 0.007438
9 4 4 21 0.522727 0.097718 18 0.590909 0.046871 12 0.727273 0.007022
9 5 1 11 0.620690 0.075658 9 0.689655 0.040160 5 0.827586 0.007925
9 5 2 16 0.555556 0.091767 13 0.638889 0.040152 8 0.777778 0.006618
9 5 3 20 0.534884 0.083722 17 0.604651 0.039249 12 0.720930 0.008063
9 5 4 25 0.500000 0.092920 22 0.560000 0.047915 16 0.680000 0.009130
9 5 5 30 0.473684 0.099791 26 0.543860 0.044813 20 0.649123 0.009980
9 6 1 15 0.558824 0.097278 12 0.647059 0.043681 7 0.794118 0.007617
9 6 2 19 0.547619 0.082476 16 0.619048 0.039079 11 0.738095 0.008189
9 6 3 24 0.510204 0.086697 21 0.571429 0.044388 15 0.693878 0.008372
9 6 4 29 0.491228 0.088247 26 0.543860 0.048185 19 0.666667 0.008313
9 6 5 34 0.468750 0.088358 30 0.531250 0.041791 23 0.640625 0.008178
9 6 6 39 0.458333 0.087572 35 0.513889 0.044093 27 0.625000 0.008005
9 7 1 18 0.538462 0.094755 15 0.615385 0.046318 9 0.769231 0.007240
9 7 2 23 0.510638 0.092339 20 0.574468 0.048129 14 0.702128 0.009452
9 7 3 28 0.490909 0.088931 25 0.545455 0.048734 18 0.672727 0.008511
9 7 4 34 0.460317 0.099728 30 0.523810 0.048091 23 0.634921 0.009883
9 7 5 39 0.450704 0.092938 35 0.507042 0.047167 27 0.619718 0.008744
9 7 6 45 0.430380 0.099994 40 0.493671 0.045852 32 0.594937 0.009751
9 7 7 50 0.425287 0.092778 45 0.482759 0.044526 36 0.586207 0.008675
9 8 1 21 0.522727 0.091613 18 0.590909 0.047877 12 0.727273 0.009402
9 8 2 26 0.509434 0.083606 23 0.566038 0.045645 16 0.698113 0.007832
9 8 3 32 0.475410 0.090200 28 0.540984 0.042843 21 0.655738 0.008515
9 8 4 38 0.457143 0.094142 34 0.514286 0.047762 26 0.628571 0.008914
9 8 5 44 0.435897 0.096461 39 0.500000 0.043813 31 0.602564 0.009177
9 8 6 50 0.425287 0.097552 45 0.482759 0.047178 36 0.586207 0.009342
9 8 7 56 0.410526 0.098037 51 0.463158 0.049980 41 0.568421 0.009437
9 8 8 62 0.403846 0.098020 56 0.461538 0.045624 46 0.557692 0.009473
9 9 1 24 0.510204 0.089203 21 0.571429 0.049174 14 0.714286 0.008606
9 9 2 30 0.482759 0.091114 26 0.551724 0.043471 19 0.672414 0.008661
9 9 3 36 0.462687 0.091244 32 0.522388 0.046073 24 0.641791 0.008468
9 9 4 42 0.447368 0.089294 38 0.500000 0.047313 29 0.618421 0.008104
9 9 5 49 0.423529 0.099468 44 0.482353 0.048059 35 0.588235 0.009520
9 9 6 55 0.414894 0.095225 50 0.468085 0.048205 40 0.574468 0.008960
9 9 7 61 0.407767 0.091262 56 0.456311 0.048100 45 0.563107 0.008460
9 9 8 68 0.392857 0.097772 62 0.446429 0.047751 51 0.544643 0.009469
9 9 9 74 0.388430 0.093398 68 0.438017 0.047321 56 0.537190 0.008904
10 1 1 0 1.000000 0.045455 0 1.000000 0.045455
10 2 1 3 0.812500 0.072261 2 0.875000 0.039627 0 1.000000 0.006993
10 2 2 7 0.681818 0.095238 5 0.772727 0.041292 2 0.909091 0.007326
10 3 1 6 0.714286 0.074925 5 0.761905 0.049950 2 0.904762 0.009491
10 3 2 10 0.642857 0.079853 8 0.714286 0.039361 4 0.857143 0.006061
10 3 3 14 0.588235 0.082105 12 0.647059 0.044843 7 0.794118 0.006581
10 4 1 10 0.629630 0.094439 8 0.703704 0.049817 4 0.851852 0.009058
10 4 2 14 0.588235 0.087796 12 0.647059 0.049534 7 0.794118 0.007709
10 4 3 18 0.560976 0.080364 16 0.609756 0.047764 11 0.731707 0.009629
10 4 4 23 0.520833 0.090451 20 0.583333 0.045339 14 0.708333 0.007948
10 5 1 13 0.593750 0.085331 11 0.656250 0.048701 6 0.812500 0.007992
10 5 2 18 0.550000 0.092437 15 0.625000 0.043398 10 0.750000 0.008731
10 5 3 23 0.510638 0.096662 20 0.574468 0.049272 14 0.702128 0.009033
10 5 4 28 0.490909 0.097473 24 0.563636 0.042664 18 0.672727 0.009027
10 5 5 33 0.467742 0.096851 29 0.532258 0.045909 22 0.645161 0.008935
10 6 1 17 0.552632 0.096918 14 0.631579 0.046615 9 0.763158 0.009887
10 6 2 22 0.521739 0.095008 19 0.586957 0.048928 13 0.717391 0.009192
10 6 3 27 0.500000 0.091298 24 0.555556 0.049602 17 0.685185 0.008356
10 6 4 32 0.483871 0.086315 29 0.532258 0.049122 22 0.645161 0.009852
10 6 5 38 0.457143 0.095262 34 0.514286 0.048127 26 0.628571 0.008761
10 6 6 43 0.448718 0.088541 39 0.500000 0.046806 31 0.602564 0.009842
10 7 1 20 0.534884 0.087281 17 0.604651 0.044752 11 0.744186 0.008261
10 7 2 26 0.500000 0.096557 22 0.576923 0.042974 16 0.692308 0.009396
10 7 3 31 0.483333 0.086789 28 0.533333 0.049625 20 0.666667 0.007738
10 7 4 37 0.463768 0.090962 33 0.521739 0.045577 25 0.637681 0.008213
10 7 5 43 0.441558 0.093529 39 0.493506 0.049803 30 0.610390 0.008552
10 7 6 49 0.430233 0.094802 44 0.488372 0.045397 35 0.593023 0.008781
10 7 7 55 0.414894 0.095476 50 0.468085 0.048288 40 0.574468 0.008936
10 8 1 24 0.510204 0.095314 20 0.591837 0.042629 14 0.714286 0.009362
10 8 2 30 0.482759 0.097293 26 0.551724 0.046727 19 0.672414 0.009415
10 8 3 36 0.462687 0.096898 32 0.522388 0.049214 24 0.641791 0.009154
10 8 4 42 0.447368 0.094647 37 0.513158 0.042505 29 0.618421 0.008738
10 8 5 48 0.435294 0.091545 43 0.494118 0.043502 34 0.600000 0.008310
10 8 6 54 0.425532 0.088149 49 0.478723 0.043991 40 0.574468 0.009585
10 8 7 61 0.407767 0.095600 55 0.466019 0.044145 45 0.563107 0.009021
10 8 8 67 0.401786 0.091405 61 0.455357 0.044080 50 0.553571 0.008511
10 9 1 27 0.500000 0.086557 24 0.555556 0.049882 16 0.703704 0.007882
10 9 2 34 0.468750 0.097666 30 0.531250 0.049878 22 0.656250 0.009353
10 9 3 40 0.452055 0.091779 36 0.506849 0.048772 27 0.630137 0.008369
10 9 4 47 0.433735 0.097637 42 0.493976 0.046800 33 0.602410 0.009150
10 9 5 53 0.423913 0.089682 48 0.478261 0.044758 39 0.576087 0.009781
10 9 6 60 0.411765 0.092986 55 0.460784 0.048988 44 0.568627 0.008606
10 9 7 67 0.396396 0.095498 61 0.450450 0.046335 50 0.549550 0.009061
10 9 8 74 0.388430 0.097309 68 0.438017 0.049566 56 0.537190 0.009435
10 9 9 81 0.376923 0.098701 74 0.430769 0.046792 62 0.523077 0.009745
10 10 1 31 0.483333 0.092777 27 0.550000 0.047070 19 0.683333 0.008615
10 10 2 38 0.457143 0.097689 33 0.528571 0.044350 25 0.642857 0.009229
10 10 3 45 0.437500 0.099986 40 0.500000 0.048153 31 0.612500 0.009472
10 10 4 51 0.433333 0.088023 46 0.488889 0.043698 37 0.588889 0.009472
10 10 5 59 0.410000 0.098994 53 0.470000 0.045715 43 0.570000 0.009375
10 10 6 66 0.400000 0.097217 60 0.454545 0.047170 49 0.554545 0.009231
10 10 7 73 0.391667 0.095144 67 0.441667 0.048198 55 0.541667 0.009064
10 10 8 80 0.384615 0.092953 74 0.430769 0.048911 61 0.530769 0.008881
10 10 9 88 0.371429 0.099700 81 0.421429 0.049390 68 0.514286 0.009996
10 10 10 95 0.366667 0.096934 88 0.413333 0.049695 74 0.506667 0.009709
Table 10: Critical values and exact p-values of the Concordance coefficient \(\tau_c\) for \(k\)=4 samples.
Sample Sizes \(dis\) \(\tau_c\) p-value \(dis\) \(\tau_c\) p-value \(dis\) \(\tau_c\) p-value
.10 .05 .01
2 2 1 1
2 2 2 1 0 1.000000 0.038095 0 1.000000 0.038095
2 2 2 2 2 0.833333 0.095238 1 0.916667 0.038095 0 1.000000 0.009524
3 1 1 1
3 2 1 1 0 1.000000 0.057143
3 2 2 1 1 0.909091 0.050000 0 1.000000 0.014286
3 2 2 2 3 0.800000 0.077778 2 0.866667 0.036508 0 1.000000 0.003175
3 3 1 1 1 0.888889 0.075000 0 1.000000 0.021429
3 3 2 1 3 0.785714 0.097619 2 0.857143 0.046429 0 1.000000 0.004762
3 3 2 2 5 0.722222 0.097143 3 0.833333 0.027619 1 0.944444 0.003810
3 3 3 1 4 0.750000 0.069286 3 0.812500 0.034286 1 0.937500 0.005714
3 3 3 2 7 0.681818 0.096883 5 0.772727 0.034805 3 0.863636 0.008442
3 3 3 3 9 0.640000 0.084091 7 0.720000 0.034221 4 0.840000 0.005325
4 1 1 1
4 2 1 1 1 0.900000 0.085714 0 1.000000 0.028571
4 2 2 1 2 0.857143 0.055556 1 0.928571 0.022222 0 1.000000 0.006349
4 2 2 2 4 0.777778 0.064444 3 0.833333 0.033016 1 0.944444 0.005079
4 3 1 1 2 0.833333 0.076190 1 0.916667 0.033333 0 1.000000 0.009524
4 3 2 1 4 0.764706 0.077619 3 0.823529 0.041429 1 0.941176 0.007143
4 3 2 2 6 0.727273 0.068312 5 0.772727 0.040173 2 0.909091 0.004329
4 3 3 1 6 0.714286 0.081299 5 0.761905 0.048571 2 0.904762 0.005584
4 3 3 2 9 0.653846 0.092309 7 0.730769 0.038615 4 0.846154 0.006342
4 3 3 3 11 0.645161 0.071618 10 0.677419 0.048871 6 0.806452 0.006678
4 4 1 1 3 0.812500 0.060952 2 0.875000 0.032381 0 1.000000 0.003810
4 4 2 1 6 0.714286 0.089004 4 0.809524 0.031169 2 0.904762 0.007100
4 4 2 2 8 0.692308 0.068283 7 0.730769 0.043579 4 0.846154 0.007734
4 4 3 1 8 0.680000 0.078672 6 0.760000 0.030996 4 0.840000 0.009264
4 4 3 2 11 0.645161 0.078326 9 0.709677 0.035791 6 0.806452 0.007792
4 4 3 3 14 0.611111 0.077325 12 0.666667 0.038965 8 0.777778 0.006591
4 4 4 1 11 0.633333 0.095984 9 0.700000 0.045594 5 0.833333 0.005808
4 4 4 2 14 0.611111 0.084038 12 0.666667 0.043035 8 0.777778 0.007570
4 4 4 3 18 0.571429 0.097366 15 0.642857 0.040186 11 0.738095 0.008775
4 4 4 4 21 0.562500 0.083959 19 0.604167 0.049523 14 0.708333 0.009514
5 1 1 1 0 1.000000 0.071429
5 2 1 1 1 0.909091 0.047619 1 0.909091 0.047619
5 2 2 1 3 0.812500 0.058730 2 0.875000 0.028571 0 1.000000 0.003175
5 2 2 2 6 0.714286 0.091631 4 0.809524 0.030592 2 0.904762 0.006638
5 3 1 1 3 0.785714 0.076190 2 0.857143 0.040476 0 1.000000 0.004762
5 3 2 1 5 0.750000 0.065584 4 0.800000 0.037662 2 0.900000 0.008874
5 3 2 2 8 0.680000 0.079221 6 0.760000 0.031025 4 0.840000 0.009235
5 3 3 1 8 0.652174 0.092388 6 0.739130 0.036905 3 0.869565 0.005519
5 3 3 2 11 0.633333 0.089419 9 0.700000 0.041492 6 0.800000 0.009232
5 3 3 3 14 0.588235 0.087484 12 0.647059 0.044634 8 0.764706 0.007746
5 4 1 1 5 0.722222 0.087446 3 0.833333 0.030303 1 0.944444 0.006061
5 4 2 1 8 0.666667 0.099279 6 0.750000 0.041631 3 0.875000 0.006854
5 4 2 2 11 0.633333 0.096947 9 0.700000 0.045865 5 0.833333 0.005972
5 4 3 1 10 0.655172 0.077312 8 0.724138 0.034466 5 0.827586 0.007126
5 4 3 2 14 0.600000 0.093723 12 0.657143 0.048620 8 0.771429 0.008841
5 4 3 3 17 0.585366 0.082249 15 0.634146 0.045133 10 0.756098 0.006435
5 4 4 1 13 0.617647 0.082489 11 0.676471 0.041660 7 0.794118 0.006974
5 4 4 2 17 0.585366 0.088025 15 0.634146 0.048942 10 0.756098 0.007269
5 4 4 3 21 0.553191 0.091439 18 0.617021 0.040930 13 0.723404 0.007254
5 4 4 4 25 0.537037 0.091748 22 0.592593 0.044712 17 0.685185 0.009977
5 5 1 1 7 0.666667 0.098966 5 0.761905 0.041126 2 0.904762 0.006854
5 5 2 1 10 0.642857 0.094933 8 0.714286 0.044483 4 0.857143 0.005606
5 5 2 2 13 0.617647 0.083004 11 0.676471 0.041903 7 0.794118 0.007191
5 5 3 1 13 0.593750 0.093169 11 0.656250 0.047627 7 0.781250 0.008432
5 5 3 2 17 0.575000 0.097342 14 0.650000 0.039675 10 0.750000 0.008422
5 5 3 3 20 0.555556 0.078592 18 0.600000 0.045644 13 0.711111 0.008304
5 5 4 1 16 0.589744 0.086815 14 0.641026 0.047844 9 0.769231 0.006849
5 5 4 2 20 0.565217 0.083163 18 0.608696 0.048813 13 0.717391 0.009174
5 5 4 3 25 0.528302 0.099365 22 0.584906 0.048982 16 0.698113 0.007882
5 5 4 4 29 0.516667 0.091307 26 0.566667 0.047580 20 0.666667 0.009275
5 5 5 1 19 0.558140 0.082239 17 0.604651 0.047987 12 0.720930 0.008799
5 5 5 2 24 0.538462 0.091195 21 0.596154 0.044209 16 0.692308 0.009718
5 5 5 3 29 0.500000 0.098583 25 0.568966 0.040931 19 0.672414 0.007511
5 5 5 4 33 0.507463 0.084597 30 0.552239 0.046171 23 0.656716 0.007853
5 5 5 5 38 0.479452 0.088106 34 0.534247 0.041674 27 0.630137 0.008096
6 1 1 1 0 1.000000 0.047619 0 1.000000 0.047619
6 2 1 1 2 0.857143 0.066667 1 0.928571 0.028571 0 1.000000 0.009524
6 2 2 1 4 0.789474 0.060462 3 0.842105 0.032468 1 0.947368 0.006061
6 2 2 2 7 0.708333 0.077201 6 0.750000 0.048485 3 0.875000 0.007504
6 3 1 1 4 0.764706 0.075325 3 0.823529 0.042857 1 0.941176 0.009091
6 3 2 1 7 0.695652 0.088095 5 0.782609 0.033983 3 0.869565 0.009848
6 3 2 2 10 0.655172 0.087568 8 0.724138 0.039494 5 0.827586 0.008225
6 3 3 1 10 0.642857 0.099459 8 0.714286 0.045538 4 0.857143 0.005370
6 3 3 2 13 0.617647 0.085707 11 0.676471 0.043064 7 0.794118 0.007064
6 3 3 3 16 0.600000 0.075737 14 0.650000 0.040621 10 0.750000 0.008509
6 4 1 1 6 0.727273 0.073737 5 0.772727 0.046609 2 0.909091 0.007792
6 4 2 1 9 0.678571 0.074026 7 0.750000 0.032534 4 0.857143 0.006460
6 4 2 2 13 0.617647 0.092254 11 0.676471 0.047099 7 0.794118 0.008249
6 4 3 1 12 0.636364 0.074599 10 0.696970 0.036371 7 0.787879 0.009576
6 4 3 2 16 0.600000 0.080891 14 0.650000 0.043967 10 0.750000 0.009549
6 4 3 3 20 0.565217 0.085039 18 0.608696 0.049821 13 0.717391 0.009305
6 4 4 1 16 0.589744 0.094578 13 0.666667 0.037925 9 0.769231 0.007777
6 4 4 2 20 0.565217 0.090522 17 0.630435 0.040149 12 0.739130 0.006927
6 4 4 3 24 0.547170 0.085709 21 0.603774 0.040995 16 0.698113 0.008781
6 4 4 4 29 0.516667 0.097941 25 0.583333 0.040644 19 0.683333 0.007460
6 5 1 1 8 0.680000 0.073704 7 0.720000 0.049728 3 0.880000 0.006494
6 5 2 1 12 0.625000 0.089767 10 0.687500 0.045692 6 0.812500 0.007992
6 5 2 2 16 0.589744 0.095524 13 0.666667 0.038420 9 0.769231 0.008052
6 5 3 1 15 0.605263 0.079615 13 0.657895 0.042893 9 0.763158 0.009229
6 5 3 2 20 0.555556 0.098821 17 0.622222 0.044475 12 0.733333 0.007945
6 5 3 3 24 0.538462 0.093325 21 0.596154 0.045191 16 0.692308 0.009911
6 5 4 1 19 0.568182 0.088703 16 0.636364 0.038969 12 0.727273 0.009856
6 5 4 2 24 0.538462 0.098090 21 0.596154 0.048090 15 0.711538 0.007604
6 5 4 3 28 0.525424 0.085898 25 0.576271 0.044131 19 0.677966 0.008293
6 5 4 4 33 0.507463 0.090101 30 0.552239 0.049583 23 0.656716 0.008625
6 5 5 1 23 0.540000 0.096573 20 0.600000 0.047042 14 0.720000 0.007284
6 5 5 2 28 0.517241 0.097004 24 0.586207 0.040080 18 0.689655 0.007270
6 5 5 3 33 0.500000 0.096429 29 0.560606 0.043157 23 0.651515 0.009514
6 5 5 4 38 0.486486 0.093108 34 0.540541 0.044474 27 0.635135 0.008812
6 5 5 5 43 0.475610 0.090015 39 0.524390 0.045390 31 0.621951 0.008195
6 6 1 1 11 0.633333 0.097617 8 0.733333 0.034775 5 0.833333 0.009134
6 6 2 1 14 0.621622 0.076902 12 0.675676 0.041463 8 0.783784 0.008910
6 6 2 2 19 0.568182 0.097046 16 0.636364 0.043344 11 0.750000 0.007713
6 6 3 1 18 0.581395 0.081966 16 0.627907 0.047471 11 0.744186 0.008665
6 6 3 2 23 0.549020 0.091718 20 0.607843 0.044161 15 0.705882 0.009600
6 6 3 3 28 0.517241 0.099031 24 0.586207 0.040890 18 0.689655 0.007417
6 6 4 1 22 0.560000 0.082630 19 0.620000 0.038997 14 0.720000 0.008129
6 6 4 2 27 0.534483 0.084812 24 0.586207 0.043401 18 0.689655 0.008070
6 6 4 3 32 0.515152 0.085020 29 0.560606 0.046268 22 0.666667 0.007791
6 6 4 4 38 0.486486 0.098717 34 0.540541 0.047595 27 0.635135 0.009613
6 6 5 1 26 0.535714 0.082947 23 0.589286 0.042216 17 0.696429 0.007727
6 6 5 2 32 0.507692 0.095002 28 0.569231 0.042368 22 0.661538 0.009272
6 6 5 3 37 0.493151 0.088417 33 0.547945 0.041732 26 0.643836 0.008054
6 6 5 4 43 0.475610 0.094851 39 0.524390 0.048227 31 0.621951 0.008874
6 6 5 5 48 0.466667 0.086446 44 0.511111 0.045656 36 0.600000 0.009533
6 6 6 1 31 0.507936 0.098636 27 0.571429 0.044191 21 0.666667 0.009750
6 6 6 2 36 0.500000 0.087213 32 0.555556 0.041053 25 0.652778 0.007871
6 6 6 3 42 0.481481 0.090321 38 0.530864 0.045479 30 0.629630 0.008168
6 6 6 4 48 0.466667 0.090941 44 0.511111 0.048376 35 0.611111 0.008207
6 6 6 5 54 0.454545 0.090669 49 0.505051 0.043100 40 0.595960 0.008145
6 6 6 6 60 0.444444 0.089781 55 0.490741 0.044896 46 0.574074 0.009741

CRAN packages used

ConcordanceTest, Kendall, pspearman, PerMallows, rankdist, BayesMallows

CRAN Task Views implied by cited packages

Bayesian, MissingData

Note

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J. Alcaraz, L. Anton-Sanchez and J. F. Monge. ConcordanceTest: An alternative to the Kruskal-Wallis based on the Kendall tau distance. 2022. URL https://CRAN.R-project.org/package=ConcordanceTest. R package version 1.0.2.
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For attribution, please cite this work as

Alcaraz, et al., "The Concordance Test, an Alternative to Kruskal-Wallis Based on the Kendall-tau Distance: An R Package", The R Journal, 2022

BibTeX citation

@article{RJ-2022-039,
  author = {Alcaraz, Javier and Anton-Sanchez, Laura and Monge, Juan Francisco},
  title = {The Concordance Test, an Alternative to Kruskal-Wallis Based on the Kendall-tau Distance: An R Package},
  journal = {The R Journal},
  year = {2022},
  note = {https://rjournal.github.io/},
  volume = {14},
  issue = {2},
  issn = {2073-4859},
  pages = {26-53}
}