Keywords: non-parametric analysis, concentration curves, Lorenz curves, income shares
Reference: C. Beach and R. Davidson, "Distribution-Free Statistical Inference with Lorenz Curves and Income Shares." Review of Economic Studies, 50 (1983), 723-735.
Description: This entry contains a FORTRAN programme for computing the non-parametric estimates of the Lorenz curve ordinates for a sample of N independently and identically distributed draws concerning the random variable Y which has the population cumulative distribution function F(y). An estimate of the variance-covariance matrix of the vector of Lorenz curve ordinates is also provided.
The computational example uses simulated data concerning 1000 draws from the exponential distribution having hazard rate parameter equal to 2. These data are provided by the authors.
Platforms: Any machine having a FORTRAN-77 compiler.
Support: Limited. Please contact the authors with questions or suggestions at davies@sscl.uwo.ca or green@econ.ubc.ca or paarsch@sscl.uwo.ca .
Documentation: The source code of this programme is heavily documented. Input is in free format, one observation per line, from unit 5, while output is directed to unit 6.
By clicking on the links below, you agree that you have read our disclaimer, understand it, and will abide by its terms and conditions.
Archive file: lorenz1295a.zip
1434 Dec 20 10:47 abstract.txt 1059 Dec 20 11:03 install.txt 5177 Dec 20 11:07 lorenz.f 10000 Dec 20 11:05 test.dat 1487 Dec 20 11:08 test.out
Archived by Grace Katagiri, 21 December 1995.