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Mixture models are useful in a wide array of applications to identify subpopulations in noisy overlapping distributions. For example, in multiplexed immunofluorescence (mIF), cell image intensities represent expression levels and the cell…

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…

Statistical Finance · Quantitative Finance 2015-10-19 Nassim Nicholas Taleb

We propose a new family of inequality indices that bridges the Hoover index and the Gini coefficient. The measure is defined as the normalized expected absolute value of a convex combination of deviations from the mean and pairwise…

Methodology · Statistics 2026-03-30 Roberto Vila , Helton Saulo , Felipe Quintino

The Gini index is a function that attempts to measure the amount of inequality in the distribution of a finite resource throughout a population. It is commonly used in economics as a measure of inequality of income or wealth. We define a…

Representation Theory · Mathematics 2023-05-23 Grant Kopitzke

Using sample surveys as a cost effective tool to provide estimates for characteristics of interest at population and sub-populations (area/domain) level has a long tradition in "small area estimation". However, the existence of outliers in…

Methodology · Statistics 2021-01-13 Setareh Ranjbar , Elvezio Ronchetti , Stefan Sperlich

We explore how violations of the often-overlooked standard assumption that the random effects model matrix in a linear mixed model is fixed (and thus independent of the random effects vector) can lead to bias in estimators of estimable…

Statistics Theory · Mathematics 2020-06-23 Andrew T. Karl , Dale L. Zimmerman

The gamma distribution is a useful model for small area prediction of a skewed response variable. We study the use of the gamma distribution for small area prediction. We emphasize a model, called the gamma-gamma model, in which the area…

Methodology · Statistics 2023-01-18 Yanghyeon Cho , Emily Berg

This paper investigates the efficiency of an alternative to ratio estimator under the super population model with uncorrelated errors and a gamma-distributed auxiliary variable. Comparisons with usual ratio and unbiased estimators are also…

General Mathematics · Mathematics 2007-05-23 M. Khoshnevisan , F. Kaymram , Housila P. Singh , Rajesh Singh , Florentin Smarandache

The use of big data in official statistics and the applied sciences is accelerating, but statistics computed using only big data often suffer from substantial selection bias. This leads to inaccurate estimation and invalid statistical…

Methodology · Statistics 2023-08-11 Ryan Covey , Lucca Buonamano

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…

Artificial Intelligence · Computer Science 2024-11-13 Ben Fauber

In this paper, we consider the nonparametric estimation of the multivariate probability density function and its partial derivative with a support on $[0,\infty)$. To this end we use the class of kernel estimators with asymmetric gamma…

Probability · Mathematics 2017-12-27 L. A. Markovich

Determining an upper bound, particularly the optimal upper bound of the Gini coefficient when dealing with grouped data without specified income brackets, remains an important and open question. In this paper, we introduce an efficient…

Methodology · Statistics 2025-01-15 Pixu Shi , Anru R. Zhang

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…

Statistics Theory · Mathematics 2023-01-20 Roberto Vila , Narayanaswamy Balakrishnan , Helton Saulo

We propose a new covariance matrix called Gini covariance matrix (GCM), which is a natural generalization of univariate Gini mean difference (GMD) to the multivariate case. The extension is based on the covariance representation of GMD by…

Methodology · Statistics 2016-10-26 Xin Dang , Hailin Sang , Lauren Weatherall

We study the expectations of some ratio-type estimators under the gamma distribution. Expectations of ratio-type estimators are often difficult to compute due to the nature that they are constructed by combining two separate estimators.…

Statistics Theory · Mathematics 2025-05-09 Jia-Han Shih

The Gini index is a number that attempts to measure how equitably a resource is distributed throughout a population, and is commonly used in economics as a measurement of inequality of wealth or income. The Gini index is often defined as…

Combinatorics · Mathematics 2022-02-01 Grant Kopitzke

We study an unbiased estimator for the density of a sum of random variables that are simulated from a computer model. A numerical study on examples with copula dependence is conducted where the proposed estimator performs favourably in…

Statistics Theory · Mathematics 2018-09-19 Patrick J. Laub , Robert Salomone , Zdravko I. Botev

We collect well known and less known facts about the bivariate normal distribution and translate them into copula language. In addition, we prove a very general formula for the bivariate normal copula, we compute Gini's gamma, and we…

Probability · Mathematics 2018-09-19 Christian Meyer

In many applications, different populations are compared using data that are sampled in a biased manner. Under sampling biases, standard methods that estimate the difference between the population means yield unreliable inferences. Here we…

Statistics Theory · Mathematics 2019-11-12 Dave Zachariah , Petre Stoica

Currently, the high-precision estimation of nonlinear parameters such as Gini indices, low-income proportions or other measures of inequality is particularly crucial. In the present paper, we propose a general class of estimators for such…

Methodology · Statistics 2014-07-01 Camelia Goga , Anne Ruiz-Gazen