Confidence Interval for Quantile Ratio of the Dagum Distribution

Alina Jędrzejczak; Dorota Pekasiewicz; Wojciech Zieliński

doi:10.57805/revstat.v19i1.333

Confidence Interval for Quantile Ratio of the Dagum Distribution

Authors

Alina Jędrzejczak University of Lodz
Dorota Pekasiewicz University of Lodz
Wojciech Zieliński Warsaw University of Life Sciences

DOI:

https://doi.org/10.57805/revstat.v19i1.333

Keywords:

ratio of quantiles, confidence interval, Dagum distribution, quintile share ratio

Abstract

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.

Downloads

REVSTAT2021v19n1_6

Published

2021-03-30

How to Cite

Jędrzejczak , A., Pekasiewicz , D., & Zieliński , W. (2021). Confidence Interval for Quantile Ratio of the Dagum Distribution. REVSTAT-Statistical Journal, 19(1), 87–97. https://doi.org/10.57805/revstat.v19i1.333