The table contains critical values for two-tail tests. For one-tail tests, multiply α by 2.

If the calculated Spearman’s rho is greater than the critical value from the table, then reject the null hypothesis that there is no correlation.

See Spearman’s Rho for details.

Thanks for this usefull table. However, I’m working with tables of thouthands of values. How could I find the Spearman’s Rho table for up to 70000 samples?

Thanks in advance for your help and advises

Aurélie

I don’t have a table for large values of n. Instead you can use the approach described on the following webpage:

http://www.real-statistics.com/correlation/spearmans-rank-correlation/spearmans-rank-correlation-detailed/

Charles

Thanks for the web, it is very insightful.

However, I have only looked at Spearman and Kendall, and I may be wrong, but I have the serious impression that when you say that to get the one-tailed test one should multiply alpha times 2, I think it should be actually the opposite, i.e., divide alpha by two.

Thanks,

B.

It really depends on how you look at it, but it any case the table is for the two-tailed test, and so if you want say the critical value for the one-tail test where alpha = .05, you need to find the value in the (two-tail) table where alpha is .1 (i.e. double).

Charles