I have to know the correlation between 2 variables (bivariate distribution). None of them are normally distributed, so I assumed that I should run Spearman's correlation, which gave me a correlation coefficient of 0.392 (p<0.05, and Pearson's correlation was equally p<0.05).
My problem is that now I would like to test the correlation for both males and females, so the same data but split in 2. It turns out that the males data is normally distributed but the females data is not. What should I do? I don't think I can compare Pearson vs Spearman for the same data. Both in Pearson and Spearman, the correlation is much stronger in males compared to females, but I don't know which values I should use.
I don't know if what I wrote makes any sense, I hope someone can help! :)