Appendix 6. Kendall's Rank Correlation Distribution

The upper tail of the distribution is shown. For sample sizes larger than 8, the normal approximation to the distribution is quite accurate.

Kn = 4n = 5n = 6n = 7n = 8
00.6250000.591667

0.547569
1

0.5000000.500000
20.3750000.408333

0.452431
3

0.3597220.386310
40.1666670.241667

0.359772
5

0.2347220.280952
60.0416670.116667

0.274206
7

0.1361110.190675
8
0.041667

0.199380
9

0.0680560.119444
10
0.008333

0.137550
11

0.0277780.068056
12



0.089435
13

0.0083330.034524
14



0.054340
Kn = 4n = 5n = 6n = 7n = 8
15

0.0013890.015079
16



0.030506
17


0.005357
18



0.015575
19


0.001389
20



0.007068
21


0.000198
22



0.002753
23




24



0.000868
25




26



0.000198
27




28



0.000025