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相关论文: Estimation of Gini Index within Pre-Specied Error …

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We study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index $\alpha\in(1,2)$).…

统计方法学 · 统计学 2018-05-02 Andrea Fontanari , Nassim Nicholas Taleb , Pasquale Cirillo

The goal of any estimation study is an interval estimation of a the parameter(s) of interest. These estimations are mostly expressed using empirical confidence intervals that are based on sample point estimates of the corresponding…

统计方法学 · 统计学 2018-07-03 Ilya Novikov

A large class of problems in sciences and engineering can be formulated as the general problem of constructing random intervals with pre-specified coverage probabilities for the mean. Wee propose a general approach for statistical inference…

统计理论 · 数学 2013-06-11 Xinjia Chen

Via an axiomatic approach, we characterize the family of n-th order Gini deviation, defined as the expected range over n independent draws from a distribution, to quantify joint dispersion across multiple observations. This family extends…

数理金融 · 定量金融 2025-09-16 Xia Han , Ruodu Wang , Qinyu Wu

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…

统计理论 · 数学 2014-06-10 Andrius Čiginas , Dalius Pumputis

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…

人工智能 · 计算机科学 2024-11-13 Ben Fauber

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…

组合数学 · 数学 2020-10-26 Grant Kopitzke

Confidence interval of mean is often used when quoting statistics. The same rigor is often missing when quoting percentiles and tolerance or percentile intervals. This article derives the expression for confidence in percentiles of a sample…

统计方法学 · 统计学 2024-03-01 Sanjay M. Joshi

Measuring the degree of inequality expressed by a multivariate statistical distribution is a challenging problem, which appears in many fields of science and engineering. In this paper, we propose to extend the well known univariate Gini…

统计理论 · 数学 2024-09-17 Gennaro Auricchio , Paolo Giudici , Giuseppe Toscani

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…

统计理论 · 数学 2023-04-19 Yongli Sang , Xin Dang

In this paper we will show that the Gini coefficient and the introduced measure of angular inequality are special cases of a wider indexed family of measurements. We will discuss the properties of the defined class based, inter alia, on a…

统计方法学 · 统计学 2015-06-02 Piotr Dniestrzanski

Social inequality manifested across different strata of human existence can be quantified in several ways. Here we compute non-entropic measures of inequality such as Lorenz curve, Gini index and the recently introduced $k$ index…

物理与社会 · 物理学 2015-07-17 Jun-ichi Inoue , Asim Ghosh , Arnab Chatterjee , Bikas K. Chakrabarti

Income inequality estimators are biased in small samples, leading generally to an underestimation. This aspect deserves particular attention when estimating inequality in small domains and performing small area estimation at the area level.…

统计方法学 · 统计学 2026-01-23 Silvia De Nicolò , Maria Rosaria Ferrante , Silvia Pacei

In this paper, we draw attention to a promising yet slightly underestimated measure of variability - the Gini coefficient. We describe two new ways of defining and interpreting this parameter. Using our new representations, we compute the…

统计理论 · 数学 2022-10-13 Marta Milewska , Remco van der Hofstad , Bert Zwart

In classification tasks, the long-tailed minority classes usually offer the predictions that are most important. Yet these classes consistently exhibit low accuracies, whereas a few high-performing classes dominate the game. We pursue a…

机器学习 · 计算机科学 2026-03-18 Ruixi Lin

This manuscript studies a general approach to construct confidence sets for the solution of stochastic optimization, rendering empirical risk minimization as special cases. Statistical inference for stochastic optimization poses significant…

统计理论 · 数学 2026-05-22 Kenta Takatsu , Arun Kumar Kuchibhotla

The simple linear model $$Y_i = \alpha + \beta \, x_i + \epsilon_i \qquad i=1,2, \ldots,N \geq 2$$ is considered, where the $x_i$'s are given constants and $\epsilon_1, \epsilon_2 , \ldots, \epsilon_N$ are iid with continuous distribution…

统计方法学 · 统计学 2014-11-19 D. M. Cifarelli

The Gini index signals only the dispersion of the distribution and is not very sensitive to income differences at the tails of the distribution. The widely used index of inequality can be adjusted to also measure distributional asymmetry by…

计量经济学 · 经济学 2022-09-15 Mario Schlemmer

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…

统计理论 · 数学 2023-01-20 Roberto Vila , Narayanaswamy Balakrishnan , Helton Saulo

In this article, we derive an explicit formula for computing confidence interval for the mean of a bounded random variable. Moreover, we have developed multistage point estimation methods for estimating the mean value with prescribed…

统计理论 · 数学 2010-11-29 Xinjia Chen