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Spearman's rho and Kendall's tau

  1. Oct 18, 2004 #1

    does anyone know where to get confidence tables for Spearman's rho and Kendall's tau for up to 50 data pairs?
    Which distributions are the values in these tables derived from?
  2. jcsd
  3. Oct 21, 2004 #2

    Don't know about Kendall's tau, but citical values (is that what you meant) of Spearmans rho for up to n=100 are given in Zar, J.H. Biostatistical analysis. Various distributions are used, depending on n, e.g. those of Owen 1962; de Jonge & van Montford (1972); Franklin (1988a) and Olds (1938). A good discussion of this topic is given in Zar, J.H. (1972) J. Amer. Statist. Assoc. 67: 578-580 and in Franklin (1988a) J. Statist. Computa. Simula. 29:255-269 & Franklin (1988b) Communic. Statist.-Theor. Meth. 17: 55-59.
  4. Oct 26, 2004 #3

    these references have been a great help!
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