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 |