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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…

统计理论 · 数学 2008-12-02 Rolf Aaberge , Steinar Bjerve , Kjell Doksum

The paper covers the new model of wage distribution in typical group of people. The model provides the opportunity to reparameterize applicable income distribution model: Pareto, logarithmically normal, logarithmically logistic, Dagum etc.…

综合金融 · 定量金融 2013-09-17 Dmitry Schmerling

The Gini index underestimates inequality for heavy-tailed distributions: for example, a Pareto distribution with exponent 1.5 (which has infinite variance) has the same Gini index as any exponential distribution (a mere 0.5). This is…

统计方法学 · 统计学 2021-10-06 Sabiou Inoua

This work analyzes the Gompertz-Pareto distribution (GPD) of personal income, formed by the combination of the Gompertz curve, representing the overwhelming majority of the economically less favorable part of the population of a country,…

综合金融 · 定量金融 2010-12-17 F. Chami Figueira , N. J. Moura , Marcelo B. Ribeiro

In 1975 James Pickands III showed that the excesses over a high threshold are approximatly Generalized Pareto distributed. Since then, a variety of estimators for the parameters of this cdf have been studied, but always assuming the…

统计理论 · 数学 2016-05-26 Lukas Martig , Jürg Hüsler

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).…

We find the set of extremal points of Lorenz curves with fixed Gini index and compute the maximal $L^1$-distance between Lorenz curves with given values of their Gini coefficients. As an application we introduce a bidimensional index that…

计量经济学 · 经济学 2021-03-08 Amparo Baíllo , Javier Cárcamo , Carlos Mora-Corral

This paper studies a class of rank-based inequality measures built from linear combinations of expected order statistics. The proposed framework unifies several well-known indices, including the classical Gini coefficient, the $m$th Gini…

统计理论 · 数学 2026-05-05 Roberto Vila , Helton Saulo

This paper reviews generalized Pareto copulas (GPC), which turn out to be a key to multivariate extreme value theory. Any GPC can be represented in an easy analytic way using a particular type of norm on $\mathbb{R}^d$, called $D$-norm. The…

统计理论 · 数学 2018-11-26 Michael Falk , Simone Padoan , Florian Wisheckel

Given many popular functional forms for the Lorenz curve do not have a closed-form expression for the Gini index and no study has utilized the observed Gini index to estimate parameter(s) associated with the corresponding parametric…

综合经济学 · 经济学 2022-01-03 Thitithep Sitthiyot , Kanyarat Holasut

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…

概率论 · 数学 2024-01-08 Marco Capaldo , Jorge Navarro

A Lorenz curve is a graphical representation of the distribution of income or wealth within a population. The generalized Lorenz curve can be created by scaling the values on the vertical axis of a Lorenz curve by the average output of the…

统计方法学 · 统计学 2023-09-26 Suthakaran Ratnasingam , Anton Butenko

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…

概率论 · 数学 2025-11-11 Zvetan Ignatov , Vilimir Yordanov

This paper proposes the k-generalized distribution as a model for describing the distribution and dispersion of income within a population. Formulas for the shape, moments and standard tools for inequality measurement - such as the Lorenz…

综合金融 · 定量金融 2009-01-31 F. Clementi , T. Di Matteo , M. Gallegati , G. Kaniadakis

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,…

统计理论 · 数学 2026-01-19 Nadezhda Gribkova , Mengqi Wang , Ričardas Zitikis

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

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

Graph Neural Networks (GNNs) have demonstrated impressive performance across various tasks, leading to their increased adoption in high-stakes decision-making systems. However, concerns have arisen about GNNs potentially generating unfair…

机器学习 · 计算机科学 2026-01-09 Anuj Kumar Sirohi , Anjali Gupta , Sandeep Kumar , Amitabha Bagchi , Sayan Ranu

In this paper, we derive a general representation for the expectation of the Gini coefficient estimator in terms of the Laplace transform of the underlying distribution, together with the mean and the Gini coefficient of its exponentially…

统计方法学 · 统计学 2025-12-23 Roberto Vila , Helton Saulo

We formalize a generalized form of the Pareto principle - ``fraction $p$ of inputs yields fraction $1-p$ of outputs'' - as a property of non-negative gain densities $\ell \in L^1([0,1])$, working with the decreasing rearrangement to obtain…

物理与社会 · 物理学 2026-05-14 Antti Hippeläinen
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