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Sample Size Requirements for Estimating Pearson, Kendall and Spearman Correlations

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Multidisciplinary Science and Engineering Research Probability and Statistical Research Psychometric Methodologies and Testing

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.

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