With the aid of new algorithms we were able to compute the exact null distribution of Spearman's rho for the sample sizes n=19,..., 22. Details on these algorithms are found in:
M.A. van de Wiel  and A. Di Bucchianico (2001), Fast computation of the exact null distribution of Spearman's rho and Page's L statistic for samples with and without ties, J. of Stat. Plan. and  Inference, 92, 133-145.
 

Exact Critical values

A table of exact critical values for n=19...22 is available in PostScript and pdf-format:

PostScript format: Speartableble.ps
PDF format: Speartable.pdf

Exact Distribution

The tables display left-tail probabilities for

,

where and are the ranks of the jth observation in the X-and Y-sample, respectively.
 
  n=19 n=20 n=21 n=22

n=19

n=20

n=21

n=22

This page was last modified on 14 January 2002