Re: Variance of an index of dispersion



Michael.Lacy.junk@xxxxxxxxxxxxx wrote:
> [...]
> The canonical article here is:
> Agresti, A. and B. F. Agresti. 1977. "Statistical Analysis of
> Qualitatitve Variation." Pp. 204-237 in _Sociological Methodology_
> (ed. K. F. Schuessler).

I would be reluctant to use asymptotic inferential methods such as
those given in Agresti & Agresti (1978, not 1977) unless the sample
size was very large. Alam & Mitra (Polarization Test for the
Multinomial Distribution, JASA, 1981, 107-109) show how to get the
exact distribution of Sum p[i]^2, and present data that lead them to
conclude that it approaches its asymptotic distribution quite slowly.

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