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StatsInvSpearmanCDF

StatsInvSpearmanCDF (cdf, N)​

The StatsInvSpearmanCDF function returns the inverse cumulative distribution function for Spearman's ρ, which is used as a critical value in rank correlation tests.

The inverse distribution is computed by finding the value of r for which it attains the cdf value. The result is usually lower than in published tables, which are more conservative when the first derivative of the distribution is discontinuous

See Also​

Statistical Analysis, StatsRankCorrelationTest, StatsSpearmanRhoCDF, StatsKendallTauTest