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  1. Abstract

    The categorical Gini correlation is an alternative measure of dependence between categorical and numerical variables, which characterizes the independence of the variables. A non‐parametric test based on the categorical Gini correlation for the equality ofKdistributions is developed. By applying the jackknife empirical likelihood approach, the standard limiting chi‐squared distribution with degrees of freedom ofK − 1 is established and is used to determine the critical value andp‐value of the test. Simulation studies show that the proposed method is competitive with existing methods in terms of power of the tests in most cases. The proposed method is illustrated in an application on a real dataset.