On the distribution of Gini’s rank association index

Yiwei Zong, Ffion Loring and William F. Scott

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 21, 7788-7796

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.

Date: 2023
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DOI: 10.1080/03610926.2022.2071942

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