For a bivariate sample of size

let

be the number of pairs of observations where the first member of the pair has both

and

values larger than the second member of the pair. The table entry gives the smallest integer

for which
![$P [K \leq k]$](img6.png)
is less than or equal to one minus the cumulative distribution as specified. Equivalently the table entry is the corresponding critical value. Kendall's rank correlation coefficient is

.
Table 1:
Critical values for Kendall's rank correlation coefficient.
|
Cumulative distribution |
|
.7 |
.75 |
.80 |
.85 |
.90 |
.95 |
.99 |
.975 |
.995 |
.999 |
|
Significance level |
 |
.3 |
.25 |
.20 |
.15 |
.10 |
.05 |
.01 |
.025 |
.005 |
.001 |
3 |
3 |
3 |
3 |
-- |
-- |
-- |
-- |
-- |
-- |
-- |
4 |
5 |
5 |
5 |
6 |
6 |
6 |
-- |
-- |
-- |
-- |
5 |
7 |
7 |
8 |
8 |
9 |
9 |
10 |
10 |
-- |
-- |
6 |
10 |
10 |
11 |
11 |
12 |
13 |
14 |
14 |
15 |
-- |
7 |
13 |
14 |
14 |
15 |
16 |
17 |
18 |
19 |
20 |
21 |
8 |
17 |
18 |
18 |
19 |
20 |
22 |
23 |
24 |
25 |
26 |
9 |
22 |
22 |
23 |
24 |
25 |
27 |
28 |
30 |
31 |
33 |
10 |
27 |
27 |
28 |
29 |
31 |
33 |
34 |
36 |
37 |
40 |
11 |
32 |
33 |
34 |
35 |
37 |
39 |
41 |
43 |
44 |
47 |
12 |
38 |
39 |
40 |
42 |
43 |
46 |
48 |
51 |
52 |
55 |
13 |
44 |
46 |
47 |
49 |
51 |
53 |
56 |
59 |
61 |
64 |
14 |
51 |
53 |
54 |
56 |
58 |
62 |
64 |
67 |
69 |
73 |
15 |
59 |
60 |
62 |
64 |
67 |
70 |
73 |
77 |
79 |
83 |
16 |
67 |
69 |
70 |
73 |
75 |
79 |
83 |
86 |
89 |
94 |
17 |
75 |
77 |
79 |
82 |
85 |
89 |
93 |
97 |
100 |
105 |
18 |
85 |
87 |
89 |
91 |
95 |
99 |
103 |
108 |
111 |
117 |
19 |
94 |
96 |
99 |
101 |
105 |
110 |
114 |
119 |
123 |
129 |
20 |
104 |
107 |
109 |
112 |
116 |
121 |
126 |
131 |
135 |
142 |
21 |
115 |
117 |
120 |
123 |
127 |
133 |
138 |
144 |
148 |
156 |
22 |
126 |
129 |
132 |
135 |
139 |
146 |
151 |
157 |
161 |
170 |
23 |
138 |
140 |
144 |
147 |
152 |
159 |
164 |
171 |
176 |
184 |
24 |
150 |
153 |
156 |
160 |
165 |
172 |
178 |
185 |
190 |
200 |
25 |
162 |
166 |
169 |
173 |
179 |
186 |
193 |
200 |
205 |
216 |