相关论文: The Gompertz-Pareto Income Distribution

Accurate modeling is essential in integer-valued real phenomena, including the distribution of entire data, zero-inflated (ZI) data, and discrete exceedances. The Poisson and Negative Binomial distributions, along with their ZI variants,…

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…

In our simplified description `wealth' is money ($m$). A kinetic theory of gas like model of money is investigated where two agents interact (trade) selectively and exchange some amount of money between them so that sum of their money is…

This paper deals with optimally-robust parameter estimation in generalized Pareto distributions (GPDs). These arise naturally in many situations where one is interested in the behavior of extreme events as motivated by the…

A deterministic system of coupled maps is proposed as a model for economic activity among interacting agents. The values of the maps represent the wealth of the agents. The dynamics of the system is controlled by two parameters. One…

When assessing the impact of extreme events, it is often not just a single component, but the combined behaviour of several components which is important. Statistical modelling using multivariate generalized Pareto (GP) distributions…

In recent years, there has been a breakthrough in lattice calculations of $x$-dependent partonic distributions. This encompasses also distributions describing the 3D structure of the nucleon, such as generalized parton distributions (GPDs).…

By employing exhaustive lists of large firms in European countries, we show that the upper-tail of the distribution of firm size can be fitted with a power-law (Pareto-Zipf law), and that in this region the growth rate of each firm is…

We analyze the data on personal income distribution from the Australian Bureau of Statistics. We compare fits of the data to the exponential, log-normal, and gamma distributions. The exponential function gives a good (albeit not perfect)…

The uneven distribution of wealth and individual economic capacities are among the main forces which shape modern societies and arguably bias the emerging social structures. However, the study of correlations between the social network and…

Multivariate generalized Pareto distributions arise as the limit distributions of exceedances over multivariate thresholds of random vectors in the domain of attraction of a max-stable distribution. These distributions can be parametrized…

We build a statistical ensemble representation of two economic models describing respectively, in simplified terms, a payment system and a credit market. To this purpose we adopt the Boltzmann-Gibbs distribution where the role of the…

Grouped data in form of income shares have been conventionally used to estimate income inequality due to the lack of availability of individual records. Most prior research on economic inequality relies on lower bounds of inequality…

In the present paper, we identify several distributions from Physics and study their applicability to phenomena such as distribution of income, wealth, and expenditure. Firstly, we apply logistic distribution to these data and we find that…

A new non-parametric statistic is introduced for the characterization of deviations from power laws. It is tested on the distribution of seismic energies given by the Gutenberg-Richter law. Based on the two first statistical log-moments, it…

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…

In this short paper, we overview and extend the results of our papers cond-mat/0001432, cond-mat/0008305, and cond-mat/0103544, where we use an analogy with statistical physics to describe probability distributions of money, income, and…

Extensive monitoring systems generate data that is usually compressed for network transmission. This compressed data might then be processed in the cloud for tasks such as anomaly detection. However, compression can potentially impair the…

The generalized Pareto distribution (GPD) is a fundamental model for analyzing the tail behavior of a distribution. In particular, the shape parameter of the GPD characterizes the extremal properties of the distribution. As described in…

Modeling equity in the allocation of scarce resources is a fast-growing concern in the humanitarian logistics field. The Gini coefficient is one of the most widely recognized measures of inequity and it was originally characterized by means…