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A Measure of Association Based on Gini's Mean Difference


  • Schechtman, Edna
  • Yitzhaki, Shlomo


A measure of association between two random variables is proposed, which represents a compromise between the classical correlation coefficient and the rank correlation coefficient. The new measure is based on the covariance between two variables where one variable is taken in its variate values while the other is ranked. The large sample distribution of this measure is studied and some possible applications are mentioned.

Suggested Citation

  • Schechtman, Edna & Yitzhaki, Shlomo, 1985. "A Measure of Association Based on Gini's Mean Difference," Working Papers 232621, Hebrew University of Jerusalem, Center for Agricultural Economic Research.
  • Handle: RePEc:ags:huaewp:232621
    DOI: 10.22004/ag.econ.232621

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    Research Methods/ Statistical Methods;


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