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A sampling estimator of the Bonferroni inequality index

Giovanni Giorgi and Alessio Guandalini ()
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Alessio Guandalini: Department of Statistical Sciences, �La Sapienza� University of Rome (Italy)

RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2013, vol. 67, issue 3-4, 151-158

Abstract: A sampling estimator ( "B" ) of the Bonferroni inequality index based on the Bonferroni curve, is presented. "B" is compared through a simulation study with the percentile estimator and "B" , the estimator that uses weighted observations. It is shown that the "B" estimator, that decomposes the area between the Bonferroni curve and the line of perfect equality in trapezoids, has better performance than the other two, especially for small samples.

Date: 2013
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