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Often, in finite samples, the true level of the confidence intervals for natural estimators of inequality indices belonging to the Gini family differs greatly from their nominal level, which is based on the asymptotic confidence limits. This paper shows how the Gram-Charlier series can be used...
Persistent link: https://www.econbiz.de/10005701596
In this paper we present some nonparametric bootstrap methods to construct distribution-free confidence intervals for inequality indices belonging to the Gini family. These methods have a coverage accuracy better than that obtained with the asymptotic distribution of their natural estimators,...
Persistent link: https://www.econbiz.de/10005674186
Here we examine using the algebraic software "Mathematica" for computing the moments of the order statistics of several frequently used distribution functions, specifically those for the extreme-value Weibull, double Weibull, logistic and Cauchy distributions. These are illustrated in obtaining...
Persistent link: https://www.econbiz.de/10005701581