A quick question on Spearman's rank correlation coefficient

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SUMMARY

Spearman's rank correlation coefficient does not require the data to be drawn from a bivariate normal distribution for hypothesis testing. This characteristic differentiates it from the product moment correlation coefficient, which does have such requirements. The flexibility of Spearman's method allows it to be applied to non-parametric data, making it a robust choice for various datasets.

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Just some guy
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Hi,

I was just wondering about spearman's rank correlation coefficient hypothesis tests - for these to be valid does the data in the sample have to be drawn from a bivariate normal distribution or does that only apply to the product moment correlation coefficient?

Cheers,
Just some guy
 
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As far as I understand, the data can be anything.

http://en.wikipedia.org/wiki/Spearman's_rank_correlation_coefficient (look under "Determining significance").
 

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