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Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…

Statistical Finance · Quantitative Finance 2010-09-02 Anand Banerjee , Victor M. Yakovenko

This article describes mathematical methods for estimating the top-tail of the wealth distribution and therefrom the share of total wealth that the richest $p$ percent hold, which is an intuitive measure of inequality. As the data base for…

Applications · Statistics 2018-07-11 Christoph Dalitz

The quantile ratio index introduced by Prendergast and Staudte 2017 is a simple and effective measure of relative inequality for income data that is resistant to outliers. It measures the average relative distance of a randomly chosen…

Methodology · Statistics 2018-01-01 Luke A. Prendergast , Robert G. Staudte

I measure the uncertainty affecting estimates of economic inequality in the US and investigate how accounting for properly estimated standard errors can affect the results of empirical and structural macroeconomic studies. In my analysis, I…

General Economics · Economics 2020-10-23 Marta Boczon

By borrowing methods from complex system analysis, in this paper we analyze the features of the complex relationship that links the development and the industrialization of a country to economic inequality. In order to do this, we identify…

General Economics · Economics 2019-09-10 Angelica Sbardella , Emanuele Pugliese , Luciano Pietronero

The paper provides a survey of results related to the "$\kappa$-generalized distribution", a statistical model for the size distribution of income and wealth. Topics include, among others, discussion of basic analytical properties,…

General Finance · Quantitative Finance 2016-10-28 F. Clementi , M. Gallegati , G. Kaniadakis , S. Landini

Measuring inequality of opportunities has long been a challenging and open problem, primarily due to the limitations associated with individual-level data. In this study, we utilize data obtained from vehicle license plates in a…

General Economics · Economics 2025-01-08 Nina Xiaochun Sun , Zaifang He , Yi Pang

We explore the role of non-ergodicity in the relationship between income inequality, the extent of concentration in the income distribution, and mobility, the feasibility of an individual to change their position in the income distribution.…

General Economics · Economics 2022-04-27 Viktor Stojkoski , Petar Jolakoski , Arnab Pal , Trifce Sandev , Ljupco Kocarev , Ralf Metzler

The ``impossibility theorem'' -- which is considered foundational in algorithmic fairness literature -- asserts that there must be trade-offs between common notions of fairness and performance when fitting statistical models, except in two…

Machine Learning · Computer Science 2023-02-14 Andrew Bell , Lucius Bynum , Nazarii Drushchak , Tetiana Herasymova , Lucas Rosenblatt , Julia Stoyanovich

Allocating conflicting jobs among individuals while respecting a budget constraint for each individual is an optimization problem that arises in various real-world scenarios. In this paper, we consider the situation where each individual…

Data Structures and Algorithms · Computer Science 2024-02-06 Sushmita Gupta , Pallavi Jain , A. Mohanapriya , Vikash Tripathi

We present a stochastic agent-based model for the distribution of personal incomes in a developing economy. We start with the assumption that incomes are determined both by individual labour and by stochastic effects of trading and…

General Finance · Quantitative Finance 2010-09-23 Amit K Chattopadhyay , Graeme J Ackland , Sushanta K Mallick

Inequality measures such as the Gini coefficient are used to inform and motivate policymaking, and are increasingly applied to digital platforms. We analyze how measures fare in pseudonymous settings that are common in the digital age. One…

Computer Science and Game Theory · Computer Science 2026-03-24 Aviv Yaish , Nir Chemaya , Dahlia Malkhi , Lin William Cong

This study proposes a reversible jump Markov chain Monte Carlo method for estimating parameters of lognormal distribution mixtures for income. Using simulated data examples, we examined the proposed algorithm's performance and the accuracy…

Econometrics · Economics 2025-10-28 Kazuhiko Kakamu

The Nash social welfare (NSW) is a well-known social welfare measurement that balances individual utilities and the overall efficiency. In the context of fair allocation of indivisible goods, it has been shown by Caragiannis et al. (EC 2016…

Computer Science and Game Theory · Computer Science 2020-12-08 Xiaowei Wu , Bo Li , Jiarui Gan

We consider the problem of optimal consumption from labor income and investment in a general incomplete semimartingale market. The economic agent cannot borrow against future income, so the total wealth is required to be positive at (all or…

Probability · Mathematics 2019-01-29 Oleksii Mostovyi , Mihai Sîrbu

We study the fair allocation problem of indivisible items with subsidy. In this paper, we focus on the notion of fairness - equitability (EQ), which requires that items be allocated such that all agents value the bundle they receive…

Computer Science and Game Theory · Computer Science 2025-09-10 Yuanyuan Wang , Tianze Wei

The distribution of money is analysed in connection with the Boltzmann distribution of energy in the degenerate states of molecules. Plots of the population density of income distribution for various countries are well reproduced by a Gamma…

Statistical Mechanics · Physics 2009-11-10 Juan C. Ferrero

Widely used income inequality measure, Gini index is extended to form a family of income inequality measures known as Single-Series Gini (S-Gini) indices. In this study, we develop empirical likelihood (EL) and jackknife empirical…

Methodology · Statistics 2024-05-29 Sreelakshmi N , Sudheesh K Kattumannil , Rituparna Sen

This study examines the lack of redistributive effectiveness of consumption-based tax systems with respect to social fairness. Through numerical simulations, we explore the wealth exchanges among economic agents subject to flat consumption…

Physics and Society · Physics 2025-11-04 Thiago Dias , José Roberto Iglesias , Sebastián Gonçalves

This work analyzes the Gompertz-Pareto distribution (GPD) of personal income, formed by the combination of the Gompertz curve, representing the overwhelming majority of the economically less favorable part of the population of a country,…

General Finance · Quantitative Finance 2010-12-17 F. Chami Figueira , N. J. Moura , Marcelo B. Ribeiro
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