An almost unbiased estimator of the coefficient of variation

被引：45

作者：

Breunig, R ^{[1
]}

机构：

[1] Australian Natl Univ, Dept Stat & Econometr, Canberra, ACT 0200, Australia

来源：

ECONOMICS LETTERS | 2001年 / 70卷 / 01期

关键词：

coefficient of variation; small sample bias correction; inequality measurement;

D O I：

10.1016/S0165-1765(00)00351-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

A bias correction method for inequality measures is proposed. The coefficient of variation squared (CV2) is used as an example and its sampling properties, bias, and mean squared error are provided. CV2 is shown to be downward biased for positively skewed distributions. A bias corrected estimator is provided. (C) 2001 Elsevier Science B.V. All rights reserved. JEL classification: C13; D31.

引用

页码：15 / 19

页数：5

共 9 条

[1]

BLACKBURN M, 1990, UNPUB CHANGES STRUCT

[2]

BREUNING R, 1998, ALMOST UNBIASED ESTI

[3]

CANCIAN M, 1992, UNEVEN TIDES RISING

[4] The coefficient of variation, stochastic dominance and inequality: A new interpretation [J].