About the exact and asymptotic distribution of the Gini coefficient

In this paper we deal with the distribution of the Gini Concentration Index (G).We derive its exact sample distribution which is useful only for small sample sizesand basing on the classic results for L-statistics of Egorov and Nevronov we prove theasymptotic normality for G from an original and pro...

Descripción completa

Autores Principales: Martínez Camblor, Pablo, Corral, Norberto
Formato: Artículo
Idioma: Español
Publicado: 2015
Acceso en línea: http://revistas.ucr.ac.cr/index.php/matematica/article/view/300
http://hdl.handle.net/10669/12957
Sumario: In this paper we deal with the distribution of the Gini Concentration Index (G).We derive its exact sample distribution which is useful only for small sample sizesand basing on the classic results for L-statistics of Egorov and Nevronov we prove theasymptotic normality for G from an original and probabilistic way.Keywords: Gini Index, Exact Distribution, L-Statistics.