Sample size
Correlation approach
True population coefficients
0
0.2
0.4
0.6
0.8
Pearson
5.02
8.89
15.73
28.30
52.95
Spearman-Rank
1.64
1.99
3.05
5.39
11.85
5
Kendal-Tau
1.64
2.01
3.15
5.84
13.43
Permutation
5.94
10.09
17.94
29.06
51.48
Winsorized
4.98
8.95
15.91
28.63
53.16
Pearson
5.14
13.15
30.29
58.24
89.65
Spearman-Rank
4.94
7.47
17.00
37.02
72.21
10
Kendal-Tau
4.69
7.33
16.99
38.25
75.05
Permutation
5.08
13.92
34.11
64.31
92.07
Winsorized
5.13
13.66
30.64
58.84
89.73
Pearson
4.94
19.97
52.14
87.01
99.64
Spearman-Rank
4.94
11.74
35.56
74.01
98.16
20
Kendal-Tau
4.75
11.66
36.12
75.44
98.52
Permutation
4.91
20.83
51.68
87.72
99.59
Winsorized
5.08
19.22
49.29
84.45
99.31
Pearson
4.98
26.35
68.06
96.47
99.99
Spearman-Rank
5.06
16.16
52.67
90.88
99.92
30
Kendal-Tau
4.92
16.42
54.38
92.16
99.94
Permutation
4.81
26.35
68.56
97.03
100.00
Winsorized
5.16
25.23
65.62
95.31
99.97
Pearson
4.99
37.27
86.92
99.77
100.00
Spearman-Rank
5.03
36.29
85.33
99.67
100.00
50
Kendal-Tau
4.93
25.94
78.53
99.41
100.00
Permutation
5.33
38.29
87.26
99.71
100.00
Winsorized
5.00
35.86
85.23
99.65
100.00
Pearson
4.91
59.65
98.93
100.00
100.00
Spearman-Rank
4.99
58.38
98.71
99.99
100.00
100
Kendal-Tau
5.01
47.31
97.77
99.99
100.00
Permutation
5.32
59.69
98.82
100.00
100.00
Winsorized
5.08
57.95
98.55
99.99
100.00