Revisiting the Kendall Tau Statistic and Kendall's Tau Table Giving P-values

This paper gives a computer code that gives p-value's for Kendall's Tau table. The code centers around finding the cumulative frequency of a given Sigma value. Current tables usually give critical values for given cut-off percentages. For small sample sizes the critical values may be inexact, and for large samples the values are not be published. SPSS has a built in function for finding the Kendall rank correlation, but the output does not include the Sigma value. Before the code is given, this paper will concentrate around how to find the Sigma value, and the related tau statistic. The computer code is written in MATLAB, but the ideas can be easily transferred to different languages.