Convergence of the Sample Mean Difference to the normal distribution: simulation results
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The present work aims to obtain the value of minimum sample size required by a good approximation by the normal curve for the sample mean difference. Particular care is given to what happens in the tails of the curves, with the aim of deriving confidence intervals for Gini’s mean difference. This goal is obtained by empirical methods and the presented results have an explorative nature. Simulation data have been obtained sampling from different distributions, considering symmetry versus asymmetry and the existence of the moments as main aspects in the underlying distribution. These remarks lead to the choice of the normal, the rectangular, the exponential and the Pareto distributions. All the obtained results indicate that the shape of the distribution from which the samples are generated is critically related to the minimum sample sizes required for a good approximation of the tails of the sample mean difference to the normal curve.
Keywords: Gini Mean Difference, asymptotic distribution, convergence, U-statistic. Authors biographyFrancesca Greselin, Quantitative Methods for Economics and Business Sciences, University of Milano-Bicocca, P.za dell’Ateneo Nuovo 1, 20126 Milano(e-mail: francesca.greselin@unimib.it) Michele Zenga, Quantitative Methods for Economics and Business Sciences, University of Milano-Bicocca, P.za dell’Ateneo Nuovo 1, 20126 Milano (e-mail:michele.zenga@unimib) |
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