Spearman's rho and Kendall's tau

[choschech]

Hi,

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?

 

[e065331]

Hi

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.

 

[choschech]

Thanks,

these references have been a great help!