Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/106186
Authors: 
Schröder, Carsten
Yitzhaki, Shlomo
Year of Publication: 
2014
Series/Report no.: 
SOEPpapers on Multidisciplinary Panel Data Research 714
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.
Subjects: 
central limit theorem
Gini's mean difference composition
JEL: 
C1
C4
Document Type: 
Working Paper

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