Confidence Interval for Quantile Ratio of the Dagum Distribution

Autor: Alina Jędrzejczak, Dorota Pekasiewicz, Wojciech Zieliński
Jazyk: angličtina
Rok vydání: 2021
Předmět:
Zdroj: Revstat Statistical Journal, Vol 19, Iss 1 (2021)
Druh dokumentu: article
ISSN: 1645-6726
2183-0371
DOI: 10.57805/revstat.v19i1.333
Popis: Inequality measures based on ratios of quantiles are frequently applied in economic research, especially to the analysis of income distributions. In the paper, we construct a confidence interval for such measures under the Dagum distribution which has widely been assumed as a model for income and wage distributions in empirical analysis and theoretical considerations. Its properties are investigated on the basis of computer simulations. The constructed confidence interval is further applied to the analysis of income inequality in Poland in 2015.
Databáze: Directory of Open Access Journals