Sample size

Correlation approach

True population coefficients

0

0.2

0.4

0.6

0.8

Pearson

8.05

13.33

21.52

33.38

33.14

Spearman-Rank

1.69

2.03

3.15

5.95

13.26

5

Kendal-Tau

1.64

2.01

3.15

5.84

13.43

Permutation

5.96

10.05

17.05

27.25

49.35

Winsorized

7.81

13.42

21.12

33.34

54.59

Pearson

7.91

16.16

29.91

50.86

51.31

Spearman-Rank

4.99

7.62

17.06

39.06

75.73

10

Kendal-Tau

4.69

7.33

16.99

38.25

75.50

Permutation

5.23

12.71

24.92

46.57

80.06

Winsorized

5.47

13.37

28.64

54.37

87.05

Pearson

7.22

19.47

41.93

72.97

73.25

Spearman-Rank

4.84

11.95

37.46

76.65

98.72

20

Kendal-Tau

4.75

11.66

36.12

75.44

98.52

Permutation

5.44

14.65

33.72

63.22

94.05

Winsorized

5.44

18.67

45.86

80.05

98.97

Pearson

7.92

21.98

49.86

83.87

99.64

Spearman-Rank

5.01

16.75

54.67

92.39

99.95

30

Kendal-Tau

4.92

16.42

54.38

92.16

99.94

Permutation

5.20

18.13

42.86

77.31

98.85

Winsorized

5.37

23.89

60.43

92.98

99.95

Pearson

6.60

27.11

64.19

94.89

95.05

Spearman-Rank

5.06

37.33

86.85

99.76

100.00

50

Kendal-Tau

4.93

25.94

78.53

99.41

100.00

Permutation

5.31

22.91

57.68

91.65

99.95

Winsorized

5.37

32.89

80.31

99.24

100.00

Pearson

6.34

37.49

85.16

99.73

99.73

Spearman-Rank

5.00

60.25

98.95

100.00

100.00

100

Kendal-Tau

5.01

47.31

97.77

99.99

100.00

Permutation

5.29

34.20

80.58

99.41

100.00

Winsorized

5.16

52.50

97.20

99.99

100.00