The variance of Gini’s mean difference and its estimators

M. Zenga, M. Polisicchio & F. Greselin
The use of Gini’s mean difference as an index of variability has, until now, been restricted because of some difficulties arising in computing and estimating the variance of its estimator d. The aim of this paper is to cope with these issues. Considering the mean deviation D(x) of a r.v. X about a given value x, the Gini’s mean difference d results to be the expected value of D(x). Moreover, denoting by f the expected...