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Test statistic for Spearman correlation

Brett  -

I can give you a further reference, but you may not
find it much help !

E. G. Olds.  Distribution of sums of squares of rank
differences for small numbers of individuals.  Annals
of Mathematical Statistics, v.9, pp. 133-148, 1938.

My source says that "Olds (1938) tabulated the exact
distribution of a quantity S related to rho by the
equation

    R = 1 - 6 * S / (n^3 - n) ."

Olds must have been using a Comptometer or a Marchant
calculator, so presumably, this construct guarantees
always to be an integer.  Algorithm AS 89 is certainly
available on line from Statlib.

HTH  -  tom blackwell  -  u michigan medical school  -  ann arbor  -
On Thu, 1 May 2003, Brett Magill wrote: