, Volume 65, Issue 1, pp 23-28

Sample size requirements for estimating pearson, kendall and spearman correlations

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Abstract

Interval estimates of the Pearson, Kendall tau-a and Spearman correlations are reviewed and an improved standard error for the Spearman correlation is proposed. The sample size required to yield a confidence interval having the desired width is examined. A two-stage approximation to the sample size requirement is shown to give accurate results.