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Jackknife empirical likelihood for the lower-mean ratio

Author

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  • Lei Huang
  • Li Zhang
  • Yichuan Zhao

Abstract

Measuring economic inequality is an important topic to explore the social system. The Gini index and Pietra ratio are used by many people but are limited to reflecting the sampling distribution. In this paper, we study the interval estimates with another measure called the lower mean ratio u. By using jackknife empirical likelihood (JEL), adjusted jackknife empirical likelihood (AJEL), mean jackknife empirical likelihood (MJEL), mean adjusted jackknife empirical likelihood (MAJEL), and adjusted mean jackknife empirical likelihood methods, we propose the interval estimator for u. In the simulation study, we make a comparison of these methods in terms of coverage probability and average confidence interval length. The simulation results indicate that MAJEL performs the best among these methods for small sample sizes of the skewed distribution. For a small sample size of normal distribution, both JEL and MJEL show better performance than the other methods but MJEL is relatively time-consuming. Finally, two real data sets are analysed to illustrate the proposed methods.

Suggested Citation

  • Lei Huang & Li Zhang & Yichuan Zhao, 2024. "Jackknife empirical likelihood for the lower-mean ratio," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 36(2), pages 287-312, April.
    • Handle: RePEc:taf:gnstxx:v:36:y:2024:i:2:p:287-312
    DOI: 10.1080/10485252.2023.2220044
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