On the distribution of Gini’s rank association index

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.