Osservazioni sull'intervallo di confidenza dell'indice di concentrazione di Gini, proposto da Gastwirth et al.

E. Brentari
This article points out that the interval of confidence for the Gini concentration ratio —proposed by Gastwirth et al.—is an asymptotically ultra-conservative confidence interval. It has in fact been shown the probability of the confidence interval tends asymptotically to one. This result has been empirically checked by using the methodology based on the simulation of the sample space. The simulations carried out on three models for income distribution that is Pareto, Log-normal and Dagum, allowed...