期刊名称：Sankhya. Series B, applied and interdisciplinary statistics
印刷版ISSN：0976-8386
电子版ISSN：0976-8394
出版年度：2017
卷号：79
期号：2
页码：247-277
DOI：10.1007/s13571-017-0140-3
语种：English
出版社：Indian Statistical Institute
摘要：AbstractThis paper develops a theory and methodology for estimation of Gini index such that both cost of sampling and estimation error are minimum. Methods in which sample size is fixed in advance, cannot minimize estimation error and sampling cost at the same time. In this article, a purely sequential procedure is proposed which provides an estimate of the sample size required to achieve a sufficiently smaller estimation error and lower sampling cost. Characteristics of the purely sequential procedure are examined and asymptotic optimality properties are proved without assuming any specific distribution of the data. Performance of our method is examined through extensive simulation study.
关键词：Keywords and phrases.EnAsymptotic efficiencyRatio regretReverse submartingaleSequential point estimationSimple random samplingU-statistics
