An almost unbiased estimator of the coefficient of variation

Robert Breunig; Robert Breunig

doi:10.1016/S0165-1765(00)00351-7

An almost unbiased estimator of the coefficient of variation

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Abstract

A bias correction method for inequality measures is proposed. The coefficient of variation squared (CV2) is used as an example and its sampling properties, bias, and mean squared error are provided. CV2 is shown to be downward biased for positively skewed distributions. A bias corrected estimator is provided.

Original language	English
Pages (from-to)	15-19
Journal	Economics Letters
Volume	70
Issue number	1
DOIs	https://doi.org/10.1016/S0165-1765(00)00351-7
Publication status	Published - 2001

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10.1016/S0165-1765(00)00351-7

http://hdl.handle.net/1885/64659

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title = "An almost unbiased estimator of the coefficient of variation",

abstract = "A bias correction method for inequality measures is proposed. The coefficient of variation squared (CV2) is used as an example and its sampling properties, bias, and mean squared error are provided. CV2 is shown to be downward biased for positively skewed distributions. A bias corrected estimator is provided.",

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U2 - 10.1016/S0165-1765(00)00351-7

DO - 10.1016/S0165-1765(00)00351-7

M3 - Article

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VL - 70

SP - 15

EP - 19

JO - Economics Letters

JF - Economics Letters

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An almost unbiased estimator of the coefficient of variation

Abstract

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