| 关于洛伦兹曲线和基尼系数的统计推断 |
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| 引用本文： | 陈家鼎,陈奇志. 关于洛伦兹曲线和基尼系数的统计推断[J]. 应用数学学报, 2011, 34(3) |
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| 作者姓名： | 陈家鼎 陈奇志 |
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| 作者单位： | 1. 北京大学数学科学学院,北京,100871
2. 北京易智恒远咨询有限公司,北京,100098 |
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| 摘 要： | 本文对于洛伦兹曲线的最一般定义,在无任何附加限制条件下,论证了基于样本数据所得到的洛仑兹曲线的通常估计量具有强相合性.在此基础上,证明了基尼系数和Schutz系数的通常估计量均具有强相合性.此外,导出了基尼系数估计量的渐进分布,并在此基础上给出了大样本情形下基尼系数的置信区间.
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| 关 键 词： | 洛伦兹曲线 基尼系数 Schutz系数 估计量 强相合性 置信区间 |
Statistical Inference for the Lorenz Curve and Gini Coefficient |
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| CHEN JIADING,CHEN QIAZHI. Statistical Inference for the Lorenz Curve and Gini Coefficient[J]. Acta Mathematicae Applicatae Sinica, 2011, 34(3) |
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| Authors: | CHEN JIADING CHEN QIAZHI |
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| Affiliation: | CHEN JIADING (School of Mathematical Sciences,Peking University,Beijing 100871) CHEN Qizhi (Beijing Methodkoo Company,Beijing 100098) |
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| Abstract: | In this paper,for most general definition of the Lorenz curve,without any additional restriction,we proved that the usual Lorenz curve estimator possessed strong consistency.On this basis,we showed that the usual estimators of Gini coefficient and Schutz coefficient were strongly consistant.Furthermore,asymptotic distribution of Gini coefficient estimator was derived and confidence interval in large sample situation was given. |
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| Keywords: | Lorenz curve Gini coefficient estimator strong consistency confidence interval |
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