%0 Journal Article
%T Empirical Power Comparism of Three Correlation Coefficients
%A Onoja Matthew Akpa
%A Benjamin Agboola Oyejola
%J Journal of Modern Mathematics and Statistics
%D 2012
%I 
%X A Comparison of Pearson¡¯s moment (r), Kendall¡¯s (¦Ó ) and the Spearman¡¯s rank (r2) correlations was made to find out when they may be suitable for use, particularly when the assumptions that support their use are violated. Bi-variate Samples of size n = 5, 10, 15, 20, 25, 30, 40, 50 and 100 from the normal and exponential distributions with population correlation values of ¦Ñ = 0, 0.25, 0.5, 0.75 and 0.9 (chosen to represent positive correlation between 0 and 1) were used. The power function for ¦Á = 0.01 and 0.05 was calculated for the tests. For the normal distribution, the Pearson¡¯s moment correlation coefficient was discovered to be the more powerful. However, in the exponential distribution, the power of the Pearson¡¯s moment correlation coefficient was lower than those of the non-parametric correlation coefficients, except for small sample sizes i.e, n ¡Ü15.
%U http://www.medwellonline.net/abstract/?doi=jmmstat.2008.59.64