Zenga's New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy

Table 2

Size of the 95% asymptotic confidence intervals from the Pareto parent distribution with 𝑥₀=1 and 𝜃=2.06 (𝑍_𝐹=0.6).

	𝑍𝑛			𝑍𝑛
	min	mean	max	min	mean	max
𝑛	Normal confidence intervals
200	0.0680	0.1493	0.7263	0.0674	0.1500	0.7300
400	0.0564	0.1164	0.7446	0.0563	0.1167	0.7465
800	0.0462	0.0899	0.6528	0.0462	0.0900	0.6535
𝑛	Percentile confidence intervals
200	0.0673	0.1456	0.4751	0.0667	0.1462	0.4782
400	0.0561	0.1140	0.4712	0.0561	0.1143	0.4721
800	0.0467	0.0883	0.4110	0.0468	0.0884	0.4117
𝑛	BCa confidence intervals
200	0.0668	0.1491	0.4632	0.0661	0.1497	0.4652
400	0.0561	0.1183	0.4625	0.0558	0.1186	0.4629
800	0.0465	0.0925	0.4083	0.0467	0.0927	0.4085
𝑛	𝑡-bootstrap confidence intervals
200	0.0677	0.2068	2.4307	0.0680	0.2099	2.5148
400	0.0572	0.1550	2.0851	0.0573	0.1559	2.1009
800	0.0473	0.1159	2.2015	0.0474	0.1162	2.2051