Monte Carlo error analyses of Spearman's rank test

Understand

Spearman's rank correlation test is commonly used in astronomy to discern whether a set of two variables are correlated or not.

• Unlike most other quantities quoted in astronomical literature, the Spearman's rank correlation coefficient is generally quoted with no attempt to estimate the errors on its value.
• This is a practice that would not be accepted for those other quantities, as it is often regarded that an estimate of a quantity without an estimate of its associated uncertainties is meaningless.
• This manuscript describes a number of easily implemented, Monte Carlo based methods to estimate the uncertainty on the Spearman's rank correlation coefficient, or more precisely to estimate its probability distribution.