Kendall's tau is a correlation coefficient and is therefore a measure of the relationship between two variables.

But what is the difference between the Pearson correlation and the Spearman rank correlation? In contrast to the Pearson correlation, the Kendall's rank correlation is a non-parametric test procedure. For the calculation of Kendall's Tau, the data does not have to be normally distributed and the two variables only have to have an ordinal scale level. Kendall's Tau is very similar to Spearman's rank correlation coefficient. However, Kendall's Tau should be preferred over Spearman's correlation when there is very little data with many rank ties!

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