A sampling estimator of the Bonferroni inequality index
A sampling estimator ( "B" ) of the Bonferroni inequality index based on the Bonferroni curve, is presented. "B" is compared through a simulation study with the percentile estimator and "B" , the estimator that uses weighted observations. It is shown that the "B" estimator, that decomposes the area between the Bonferroni curve and the line of perfect equality in trapezoids, has better performance than the other two, especially for small samples.
Volume (Year): LXVII (2013)
Issue (Month): 3-4 (July-December)
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- Giovanni Maria Giorgi & Michele Crescenzi, 2005. "A look at the Bonferroni inequality measure in a reliability framework," Econometrics 0507004, EconWPA.
- Giovanni Maria Giorgi & Riccardo Mondani, 2005. "Sampling distribution of the Bonferroni inequality index from exponential population," Econometrics 0507008, EconWPA.
- Elena Barcena-Martin and Jacques Silber, 2012.
"On the Generalization and Decomposition of the Bonferroni Index,"
OPHI Working Papers
ophiwp051, Queen Elizabeth House, University of Oxford.
- Elena Bárcena-Martin & Jacques Silber, 2013. "On the generalization and decomposition of the Bonferroni index," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 41(4), pages 763-787, October.
- Gastwirth, Joseph L, 1972. "The Estimation of the Lorenz Curve and Gini Index," The Review of Economics and Statistics, MIT Press, vol. 54(3), pages 306-16, August.
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