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...

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Main Authors: Mart?nez Camblor, Pablo, Corral, Norberto
Format: Artículo
Language: Español
Published: 2015
Online Access: http://revistas.ucr.ac.cr/index.php/matematica/article/view/300
http://hdl.handle.net/10669/12957
Summary: 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.