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
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 |