Testing Lorenz Curves with Non-Simple Random Samples
Simple random sampling has been assumed in most statistical inference procedures developed to test Lorenz dominance and other partial ordering conditions. This note, using the Bahadur representation, derives the (asymptotic) covariance structures of the Lorenz and generalized Lorenz ordinates for stratified, cluster and multistage samples. The comparison of these covariance structures illustrates the necessity of taking the sampling method into account in inference testing.