Confidence Intervals of Gini Coefficient Under Unequal Probability Sampling
and
Jun 15, 2020
About this article
Published Online: Jun 15, 2020
Page range: 237 - 249
Received: Oct 01, 2018
Accepted: Dec 01, 2019
DOI: https://doi.org/10.2478/jos-2020-0013
Keywords
© 2020 Yves G. Berger et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
We propose an estimator for the Gini coefficient, based on a ratio of means. We show how bootstrap and empirical likelihood can be combined to construct confidence intervals. Our simulation study shows the estimator proposed is usually less biased than customary estimators. The observed coverages of the empirical likelihood confidence interval proposed are also closer to the nominal value.