Abstract #301573

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JSM 2002 Abstract #301573
Activity Number: 350
Type: Topic Contributed
Date/Time: Wednesday, August 14, 2002 : 2:00 PM to 3:50 PM
Sponsor: Section on Nonparametric Statistics*
Abstract - #301573
Title: Nonparametric Inference About Divergence Based on Gini Index
Author(s): Magdalena Niewiadomska-Bugaj*+
Affiliation(s): Western Michigan University
Address: 3304 Everett Tower, Kalamazoo, Michigan, 49008, USA
Keywords: two-sample problem ; divergence ; Gini index ; nonparametric estimation
Abstract:

Gini Index has been originally proposed as an inequality measure of income distribution. It has been shown that it can also be used as a measure of divergence of two probability distributions. Simple nonparametric estimator of Gini index is proposed as a statistic for inference related to two-sample problem. A simulation study compares proposed Gini test to other known two-sample procedures. Also, confidence intervals for Gini Index can be used to compare divergence in various pairs of distributions. Several examples will be provided.

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