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We consider concepts and models for measuring inequality in the distribution of resources with a focus on how inequality varies as a function of covariates. Lorenz introduced a device for measuring inequality in the distribution of income…

Statistics Theory · Mathematics 2008-12-02 Rolf Aaberge , Steinar Bjerve , Kjell Doksum

In this paper, we develop a simple non-parametric test for testing normal distribution based on the distance between empirical zero-bias transformation and empirical distribution. The asymptotic properties of the test statistic are studied.…

Statistics Theory · Mathematics 2023-11-14 Sudheesh Kattumannil

We introduce an iterative discrete information production process where we can extend ordered normalised vectors by new elements based on a simple affine transformation, while preserving the predefined level of inequality, G, as measured by…

Physics and Society · Physics 2024-01-17 Lucio Bertoli-Barsotti , Marek Gagolewski , Grzegorz Siudem , Barbara Żogała-Siudem

Log symmetric distributions are useful in modeling data which show high skewness and have found applications in various fields. Using a recent characterization for log symmetric distributions, we propose a goodness of fit test for testing…

Methodology · Statistics 2024-10-08 Anjana S , Sudheesh Kattumannil

Several works have been undertaken in the context of proportional reversed hazard rate (PRHR) since last few decades. But any specific statistical methodology for the PRHR hypothesis is absent in the literature. In this paper, a two-sample…

Methodology · Statistics 2022-03-24 Ruhul Ali Khan

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

We introduce a novel approach called the Bayesian Jackknife empirical likelihood method for analyzing survey data obtained from various unequal probability sampling designs. This method is particularly applicable to parameters described by…

Methodology · Statistics 2023-09-14 Mengdong Shang , Xia Chen

We present a general non-parametric statistical inference theory for integrals of quantiles without assuming any specific sampling design or dependence structure. Technical considerations are accompanied by examples and discussions,…

Statistics Theory · Mathematics 2026-01-19 Nadezhda Gribkova , Mengqi Wang , Ričardas Zitikis

We develop a nonparametric extension of the sequential generalized likelihood ratio (GLR) test and corresponding time-uniform confidence sequences for the mean of a univariate distribution. By utilizing a geometric interpretation of the GLR…

Statistics Theory · Mathematics 2021-05-17 Jaehyeok Shin , Aaditya Ramdas , Alessandro Rinaldo

It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable (Arnold, 2015). We prove the surprising result that a…

Probability · Mathematics 2025-11-11 Zvetan Ignatov , Vilimir Yordanov

Over the past decades, various methods for comparing the means of two log-normal have been proposed. Some of them are differing in terms of how the statistic test adjust to accept or to reject the null hypothesis. In this study, a new…

Statistics Theory · Mathematics 2014-05-20 Kamel Abdollahnezhad , M. Babanezhad , Ali Akbar Jafari

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

The classical likelihood ratio test (LRT) based on the asymptotic chi-squared distribution of the log likelihood is one of the fundamental tools of statistical inference. A recent universal LRT approach based on sample splitting provides…

Methodology · Statistics 2022-11-22 Robin Dunn , Aaditya Ramdas , Sivaraman Balakrishnan , Larry Wasserman

Random geometric graphs are widely used in modeling geometry and dependence structure in networks. In a random geometric graph, nodes are independently generated from some probability distribution $F$ over a metric space, and edges link…

Methodology · Statistics 2025-10-17 Mingao Yuan

We address the issue of performing testing inference in generalized linear models when the sample size is small. This class of models provides a straightforward way of modeling normal and non-normal data and has been widely used in several…

Methodology · Statistics 2013-08-16 Tiago M. Vargas , Silvia L. P. Ferrari , Artur J. Lemonte

The underlying idea behind the construction of indices of economic inequality is based on measuring deviations of various portions of low incomes from certain references or benchmarks, that could be point measures like population mean or…

Methodology · Statistics 2015-08-04 Francesca Greselin , Ricardas Zitikis

There has been an increasing interest in testing the equality of large Pearson's correlation matrices. However, in many applications it is more important to test the equality of large rank-based correlation matrices since they are more…

Statistics Theory · Mathematics 2018-04-02 Cheng Zhou , Fang Han , Xinsheng Zhang , Han Liu

The Gini correlation plays an important role in measuring dependence of random variables with heavy tailed distributions, whose properties are a mixture of Pearson's and Spearman's correlations. Due to the structure of this dependence…

Methodology · Statistics 2018-06-05 Yongli Sang , Xin Dang , Yichuan Zhao

In many applications, parameters of interest are estimated by solving some non-smooth estimating equations with $U$-statistic structure. Jackknife empirical likelihood (JEL) approach can solve this problem efficiently by reducing the…

Methodology · Statistics 2019-06-18 Yongli Sang , Xin Dang , Yichuan Zhao

Ratios of quantiles are often computed for income distributions as rough measures of inequality, and inference for such ratios have recently become available. The special case when the quantiles are symmetrically chosen; that is, when the…

Methodology · Statistics 2021-07-13 Luke A. Prendergast , Robert G. Staudte