Critical Values for Spearman’s Rank Order Correlation

Abstract

Introductory statistics texts have been noted to have inaccuracies in the tables of critical values for Spearman’s correlation. Even the best texts currently available use critical values from the exact distribution only for N≥ 11. Zar’s table gives critical values for N ≥ 100 but does not use the most accurate approximation procedure available. This paper provides a table of critical values based on the exact distribution for 3 ≥ N ≥ 18 and very accurate critical values for 19 ≥ N ≥ 100 estimated using the Edgeworth approximation.