Related papers: Comparison of Gini means with fixed number of vari…
In this paper, we obtain an upper bound for the Gini mean difference based on mean, variance and correlation for the case when the variables are correlated. We also derive some closed-form expressions for the Gini mean difference when the…
Identifying statistical dependence between the features and the label is a fundamental problem in supervised learning. This paper presents a framework for estimating dependence between numerical features and a categorical label using…
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…
Given a random variable $X$ and considered a family of its possible distortions, we define two new measures of distance between $X$ and each its distortion. For these distance measures, which are extensions of the Gini's mean difference,…
We consider Gini's mean difference statistic as an alternative to the empirical variance in the settings of finite populations where simple random samples are drawn without replacement. In particular, we discuss specific (in the finite…
The purpose of this paper is to investigate the local and global comparison of two $n$-variable generalized Bajraktarevi\'c means, i.e., to establish necessary as well as sufficient conditions in terms of the unknown functions…
In this paper, we propose two new flexible Gini indices (extended lower and upper) defined via differences between the $i$-th observation, the smallest order statistic, and the largest order statistic, for any $1 \leqslant i \leqslant m$.…
We propose a new Gini correlation to measure dependence between a categorical and numerical variables. Analogous to Pearson $R^2$ in ANOVA model, the Gini correlation is interpreted as the ratio of the between-group variation and the total…
The Gini's mean difference was defined as the expected absolute difference between a random variable and its independent copy. The corresponding normalized version, namely Gini's index, denotes two times the area between the egalitarian…
This article presents a limit theorem for the gaps $\widehat{G}_{i:n}:= X_{n-i+1:n} - X_{n-i:n}$ between order statistics $X_{1:n} \le \cdots \le X_{n:n}$ of a sample of size $n$ from a random discrete distribution on the positive integers…
In this short note, we find an equivalent combinatorial condition only involving finite sums under which a centered Gaussian random vector with multinomial covariance matrix satisfies the Gaussian product inequality (GPI) conjecture. These…
We demonstrate that Gini coefficients can be used as unified metrics to evaluate many-versus-many (all-to-all) similarity in vector spaces. Our analysis of various image datasets shows that images with the highest Gini coefficients tend to…
This article proposes an inferential framework for comparing predictor importance in classification problems with categorical response variables. The approach is based on the categorical Gini correlation (CGC) proposed by Dang et al.…
Each family $\mathcal{M}$ of means has a natural, partial order (point-wise order), that is $M \le N$ iff $M(x) \le N(x)$ for all admissible $x$. In this setting we can introduce the notion of interval-type set (a subset $\mathcal{I}…
Gini index is a widely used measure of economic inequality. This article develops a general theory for constructing a confidence interval for Gini index with a specified confidence coefficient and a specified width. Fixed sample size…
The categorical Gini correlation proposed by Dang et al. is a dependence measure to characterize independence between categorical and numerical variables. The asymptotic distributions of the sample correlation under dependence and…
Let $G_n$ be an $n \times n$ matrix with real i.i.d. $N(0,1/n)$ entries, let $A$ be a real $n \times n$ matrix with $\Vert A \Vert \le 1$, and let $\gamma \in (0,1)$. We show that with probability $0.99$, $A + \gamma G_n$ has all of its…
This paper deals with fairness in stable marriage problems. The idea studied here is to achieve fairness thanks to a Generalized Gini Index (GGI), a well-known criterion in inequality measurement, that includes both the egalitarian and…
We provide pairwise-difference (Gini-type) representations of higher-order central moments for both general random variables and empirical moments. Such representations do not require a measure of location. For third and fourth moments,…
We present a novel approach to test for heteroscedasticity of a non-stationary time series that is based on Gini's mean difference of logarithmic local sample variances. In order to analyse the large sample behaviour of our test statistic,…