Exact null distribution for ≤25 and probability approximations for Spearman's score in an absence of ties

Wojciech Maciak

Journal of Nonparametric Statistics, 2009, vol. 21, issue 1, 113-133

Abstract: Spearman's rank correlation test is a widely used statistical method for testing the correlation between two samples. Unfortunately, the evaluation of the exact distribution of this statistic is difficult and approximation obtained by using the normal distribution is not accurate for moderate sample sizes. In this paper, the critical values for samples 11≤n≤25 are provided. On the basis of the calculated exact values, the accuracy of different approximation methods is discussed. The use of approximation obtained by using the Edgeworth series is recommended in cases when the exact distribution is not available.

Date: 2009
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DOI: 10.1080/10485250802401038

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