Journal of Probability and Statistics / 2010 / Article / Tab 2

Research Article

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 π‘₯ 0 = 1 and πœƒ = 2 . 0 6 ( 𝑍 𝐹 = 0 . 6 ).

 𝑍 𝑛  𝑍 𝑛
m i n mean m a x m i n mean m a x

𝑛 Normal confidence intervals
200 0.06800.1493 0.7263 0.0674 0.1500 0.7300
400 0.05640.1164 0.7446 0.0563 0.1167 0.7465
800 0.04620.0899 0.6528 0.0462 0.0900 0.6535

𝑛 Percentile confidence intervals
200 0.06730.1456 0.4751 0.0667 0.1462 0.4782
400 0.05610.1140 0.4712 0.0561 0.1143 0.4721
800 0.04670.0883 0.4110 0.0468 0.0884 0.4117

𝑛 BCa confidence intervals
200 0.06680.1491 0.4632 0.0661 0.1497 0.4652
400 0.05610.1183 0.4625 0.0558 0.1186 0.4629
800 0.04650.0925 0.4083 0.0467 0.0927 0.4085

𝑛 𝑑 -bootstrap confidence intervals
200 0.06770.2068 2.4307 0.0680 0.2099 2.5148
400 0.05720.1550 2.0851 0.0573 0.1559 2.1009
800 0.04730.1159 2.2015 0.0474 0.1162 2.2051

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