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.
K | n = 4 | n = 5 | n = 6 | n = 7 | n = 8 |
0 | 0.625000 | 0.591667 |
|
| 0.547569 |
1 |
|
| 0.500000 | 0.500000 |
|
2 | 0.375000 | 0.408333 |
|
| 0.452431 |
3 |
|
| 0.359722 | 0.386310 |
|
4 | 0.166667 | 0.241667 |
|
| 0.359772 |
5 |
|
| 0.234722 | 0.280952 |
|
6 | 0.041667 | 0.116667 |
|
| 0.274206 |
7 |
|
| 0.136111 | 0.190675 |
|
8 |
| 0.041667 |
|
| 0.199380 |
9 |
|
| 0.068056 | 0.119444 |
|
10 |
| 0.008333 |
|
| 0.137550 |
11 |
|
| 0.027778 | 0.068056 |
|
12 |
|
|
|
| 0.089435 |
13 |
|
| 0.008333 | 0.034524 |
|
14 |
|
|
|
| 0.054340 |
K | n = 4 | n = 5 | n = 6 | n = 7 | n = 8 |
15 |
|
| 0.001389 | 0.015079 |
|
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 |