Nonparametric statistics | Independence (probability theory)

Somers' D

In statistics, Somers’ D, sometimes incorrectly referred to as Somer’s D, is a measure of ordinal association between two possibly dependent random variables X and Y. Somers’ D takes values between when all pairs of the variables disagree and when all pairs of the variables agree. Somers’ D is named after Robert H. Somers, who proposed it in 1962. Somers’ D plays a central role in rank statistics and is the parameter behind many nonparametric methods. It is also used as a quality measure of binary choice or ordinal regression (e.g., logistic regressions) and credit scoring models. (Wikipedia).

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