CONCORDANCE AND GINIS MEASURE OF ASSOCIATION

We study the relationship between concordance and the population versi on gamma of Gini's rank correlation coefficient. For a pair (X, Y) of continuous random variables, we show that gamma is a function of proba bilities of concordance and discordance between (X, Y) and pairs with the same margins but whose joint distributions are the Frechet upper a nd lower bounds. We also show that gamma depends only on the diagonal and secondary diagonal sections of the copula of (X, Y) and present co rresponding results For the sample statistic.