Reasonable Sample Sizes for Convergence to Normality

Aufsätze referiert extern - Web of Science 9 / 2017

Carsten Schröder, Shlomo Yitzhaki

In: Communications in Statistics : Simulation and Computation 46 (2017), 9, S. 7074-7087

Abstract

The central limit theorem says that, provided an estimator fulfills certain weak conditions, then, for reasonable sample sizes, the sampling distribution of the estimator converges to normality. We propose a procedure to find out what a “reasonably large sample size” is. The procedure is based on the properties of Gini's mean difference decomposition. We show the results of implementations of the procedure from simulated datasets and data from the German Socio-economic Panel.

Carsten Schröder

Vize-Direktor SOEP und Bereichsleitung Angewandte Panelanalysen in der Infrastruktureinrichtung Sozio-oekonomisches Panel



Keywords: Central limit theorem, Gini's mean difference composition
DOI:
https://doi.org/10.1080/03610918.2016.1224347