Kendall's Theorem

Kendall's Theorem is a statistical result that states, under certain conditions, the probability of observing a specific order among multiple items (or data points) remains consistent as the sample size grows large. Specifically, it shows that the distribution of a measure called Kendall’s tau (which assesses the correlation between two rankings) converges to a normal distribution when the number of observations increases. This theorem provides a foundation for making reliable inferences about relationships between variables from large datasets, ensuring that the statistical measures used are stable and predictable as sample sizes become large.