Asymptotic Confidence Intervals for a New Inequality Measure.

This work aims at assessing, by simulation methods, the performance of asymptotic confidence intervals for Zenga's new inequality measure. The results are compared with those obtained on Gini's measure, perhaps the most widely used index for measure inequality in income and wealth distributions. Our findings show that the coverage accuracy and the size of the confidence intervals for the two measures are very similar in samples from economic size distributions. [ABSTRACT FROM AUTHOR]