On a property of the inequality curve $\lambda(p)$
Methodology
2018-06-18 v1
Abstract
The Zenga (1984) inequality curve is constant in p for Type I Pareto distributions. We show that this property holds exactly only for the Pareto distribution and, asymptotically, for distributions with power tail with index -a, with a greater than 1. Exploiting these properties one can develop powerful tools to analyze and estimate the tail of a distribution.
Cite
@article{arxiv.1806.05928,
title = {On a property of the inequality curve $\lambda(p)$},
author = {Emanuele Taufer and Flavio Santi and Giuseppe Espa and Maria Michela Dickson},
journal= {arXiv preprint arXiv:1806.05928},
year = {2018}
}
Comments
6 pages, 1 figure