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On the distribution of Gini’s rank association index

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  • Yiwei Zong
  • Ffion Loring
  • William F. Scott

Abstract

Gini’s rank association index is a non parametric measure of association, and is fully described by Genest, Nešlehová and Ben Ghorbal (2010). In this article, we compute the null distribution of this index up to n = 28 where n is the sample size. Our methods are based on permanents and extend the results of Betro (1993). We also discuss approximations to the null distribution for large n. We believe that Gini’s rank association index should be more widely used; in particular, it may be preferable to Spearman’s rank correlation coefficient if the bivariate distribution is such that outliers are quite likely to occur.

Suggested Citation

  • Yiwei Zong & Ffion Loring & William F. Scott, 2023. "On the distribution of Gini’s rank association index," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(21), pages 7788-7796, November.
    • Handle: RePEc:taf:lstaxx:v:52:y:2023:i:21:p:7788-7796
    DOI: 10.1080/03610926.2022.2071942
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