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On an Upper Bound on the Variance of Gini's Mean Difference
Edna Schechtman
Shlomo Yitzhaki
出版
Department of Statistics, Texas A & M University
, 1989
URL
http://books.google.com.hk/books?id=bllntgEACAAJ&hl=&source=gbs_api
註釋
In this paper we propose a simple upper bound for the variance of Gini's mean difference (GMD). This means that we can use the upper bound in the construction of confidence intervals for the expected mean difference (EMD), for which the GMD is an unbiased estimator.