Sample size
Correlation approach
True correlation coefficients
0
0.2
0.4
0.6
0.8
Pearson
4.93
9.00
16.50
30.42
58.23
Spearman-Rank
1.70
2.02
3.03
5.75
13.44
5
Kendal-Tau
1.67
2.00
3.04
5.88
13.45
Permutation
6.03
11.01
17.85
30.84
55.43
Winsorized
4.96
9.21
16.63
30.37
58.46
Pearson
5.14
13.77
32.17
62.56
92.76
Spearman-Rank
4.95
7.50
17.86
39.01
75.75
10
Kendal-Tau
4.16
7.48
17.01
38.15
74.73
Permutation
5.75
16.27
36.22
68.36
94.88
Winsorized
5.10
13.87
31.66
60.59
90.92
Pearson
4.83
22.01
57.86
91.53
99.88
Spearman-Rank
4.89
11.96
37.15
76.70
98.66
20
Kendal-Tau
4.77
11.49
36.11
75.41
98.56
Permutation
5.88
24.04
57.34
91.33
99.90
Winsorized
4.95
19.91
50.79
85.77
99.47
Pearson
4.95
28.17
72.71
97.74
99.99
Spearman-Rank
4.97
17.03
54.40
92.31
99.94
30
Kendal-Tau
4.99
16.74
54.30
92.26
99.93
Permutation
5.06
30.75
74.28
97.76
100.00
Winsorized
5.00
25.85
67.18
96.00
99.98
Pearson
4.92
40.08
90.10
99.90
100.00
Spearman-Rank
5.02
37.77
86.62
99.76
100.00
50
Kendal-Tau
5.01
25.89
78.51
99.39
100.00
Permutation
5.14
42.23
90.14
99.97
100.00
Winsorized
4.85
59.32
98.85
100.00
100.00
Pearson
4.93
64.10
99.46
100.00
100.00
Spearman-Rank
4.96
59.83
98.95
100.00
100.00
100
Kendal-Tau
5.00
47.47
97.75
100.00
100.00
Permutation
5.29
34.20
82.18
99.41
100.00
Winsorized
4.91
59.32
98.85
100.00
100.00