Estimation of Gini Index of the Exponential Distribution by Bootstrap Method

• Kang, Suk-Bok (Department of Statistics, Yeungnam University, Kyongsan 712, 749) ;
• Cho, Young-Suk (Department of Statistics, Yeungnam University, Kyongsan, 712-749)
• Published : 1996.12.01

Abstract

In this paper, we propose the jackknife estimator and the bootstrap estimator of Gini index of the two-parameter exponential distribution when the location parameter $\theta$ is unknown and the scale parameter $\sigma$is known. Sinilarly, we propose the bias location parameter $\theta$ and the scale parameter $\sigma$ are unknown. The bootstrap estimator is more efficient than the other estimators when the location parameter $\theta$is unknown and the scale parameter $\sigma$ is known, and the bias corrected estimator is more efficient than the MLE when both the location parameter $\theta$ and the scale parameter $\sigma$are unknown.

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