Construction of confidence intervals for the Laspeyres price index

被引：0
|
作者：
Bialek, Jacek [1 ]
机构：
[1] Univ Lodz, Dept Stat Methods, PL-90131 Lodz, Poland
来源：
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2015年 / 85卷 / 14期
关键词：
Gaussian ratio distribution; confidence interval; the Laspeyres index; price indices; NORMAL RANDOM-VARIABLES; RATIO; NUMBERS;
D O I：
10.1080/00949655.2014.946416
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
In the paper, we present and discuss several methods of the construction of confidence intervals for the Laspeyres price index. We assume that prices of commodities are normally distributed and we consider both independent and dependent prices. Using Monte Carlo simulation, the paper compares the confidence interval computed from a simple econometric model with those obtained based on the Laspeyres density function. Our conclusions can be generalized to other price index formulas.
引用
收藏
页码：2962 / 2973
页数：12
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