Related papers: Estimation of Gini Index within Pre-Specied Error …
This paper considers the generation of prediction intervals (PIs) by neural networks for quantifying uncertainty in regression tasks. It is axiomatic that high-quality PIs should be as narrow as possible, whilst capturing a specified…
The current standard for confidence interval construction in the context of a possibly misspecified model is to use an interval based on the sandwich estimate of variance. These intervals provide asymptotically correct coverage, but…
We propose a simple and efficient approach to generate a prediction intervals (PI) for approximated and forecasted trends. Our method leverages a weighted asymmetric loss function to estimate the lower and upper bounds of the PI, with the…
Direct measurements of Gini coefficients by conventional arithmetic calculations are a poor estimator, even if paradoxically, they include the entire population, as because of super-additivity they cannot lend themselves to comparisons…
The Gini coefficient is an universally used measurement of income inequality. Intersectoral GDP contributions reveal the economic development of different sectors of the national economy. Linking intersectoral GDP contributions to Gini…
This paper revisits a fundamental problem in statistical inference from a non-asymptotic theoretical viewpoint $\unicode{x2013}$ the construction of confidence sets. We establish a finite-sample bound for the estimator, characterizing its…
A sampling-based method is introduced to approximate the Gittins index for a general family of alternative bandit processes. The approximation consists of a truncation of the optimization horizon and support for the immediate rewards, an…
The categorical Gini correlation is an alternative measure of dependence between a categorical and numerical variables, which characterizes the independence of the variables. A nonparametric test for the equality of K distributions has been…
Inequalities may appear in many models. They can be as simple as assuming a parameter is nonnegative, possibly a regression coefficient or a treatment effect. This paper focuses on the case that there is only one inequality and proposes a…
We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…
There are over 55 different ways to construct a confidence respectively credible interval (CI) for the binomial proportion. Methods to compare them are necessary to decide which should be used in practice. The interval score has been…
A reasonable confidence interval should have a confidence coefficient no less than the given nominal level and a small expected length to reliably and accurately estimate the parameter of interest, and the bootstrap interval is considered…
The coefficient of variation, which measures the variability of a distribution from its mean, is not uniquely defined in the multidimensional case, and so is the multidimensional Gini index, which measures the inequality of a distribution…
Estimating the mode of a unimodal distribution is a classical problem in statistics. Although there are several approaches for point-estimation of mode in the literature, very little has been explored about the interval-estimation of mode.…
This paper introduces the partial Gini covariance, a novel dependence measure that addresses the challenges of high-dimensional inference with heavy-tailed errors, often encountered in fields like finance, insurance, climate, and biology.…
Measuring inequalities in a multidimensional framework is a challenging problem which is common to most field of science and engineering. Nevertheless, despite the enormous amount of researches illustrating the fields of application of…
This paper examines the properties of the Gini coefficient estimator for gamma mixture populations and reveals the presence of bias. In contrast, we show that sampling from a gamma distribution yields an unbiased estimator, consistent with…
In 1938, Gini studied a mean having two parameters. Later, many authors studied properties of this mean. In particular, it contains the famous means as harmonic, geometric, arithmetic, etc. Here we considered a sequence of inequalities…
Measuring distances in a multidimensional setting is a challenging problem, which appears in many fields of science and engineering. In this paper, to measure the distance between two multivariate distributions, we introduce a new measure…
We present an efficient method of calculating exact confidence intervals for the hypergeometric parameter representing the number of "successes," or "special items," in the population. The method inverts minimum-width acceptance intervals…