The percentage bend correlation coefficient

A well-known result is that the usual correlation coefficient,, is highly nonrobust: very slight changes in only one of the marginal distributions can alter by a substantial amount. There are a variety of methods for correcting this problem. This paper identifies one particular method which is useful in psychometrics and provides a simple test for independence. It is not recommended that the new test replace the usual test ofH₀: = 0, but the new test has important advantages over the usual test in terms of both Type I errors and power.