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相关论文: An unbiased estimator of a novel extended Gini ind…

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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 $1 \leqslant i \leqslant m$.…

统计方法学 · 统计学 2025-06-03 Roberto Vila , Helton Saulo

This paper establishes the theoretical result that the sample $m$th Gini index is an unbiased estimator of the population $m$th Gini index, introduced by Gavilan-Ruiz (2024), for gamma-distributed populations. An illustrative Monte Carlo…

统计方法学 · 统计学 2025-04-29 Roberto Vila , Helton Saulo

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

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

This paper examines the properties of the Gini coefficient estimator for gamma mixture populations and reveals the presence of bias. In contrast, we show that sampling from a gamma distribution yields an unbiased estimator, consistent with…

统计方法学 · 统计学 2025-04-08 Roberto Vila , Helton Saulo

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…

统计方法学 · 统计学 2017-09-21 Bhargab Chattopadhyay , Shyamal Krishna De

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

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

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…

表示论 · 数学 2023-05-23 Grant Kopitzke

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…

统计方法学 · 统计学 2026-03-30 Roberto Vila , Helton Saulo , Felipe Quintino

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

The Gini index is a popular inequality measure with many applications in social and economic studies. This paper studies semiparametric inference on the Gini indices of two semicontinuous populations. We characterize the distribution of…

统计理论 · 数学 2021-06-08 Meng Yuan , Pengfei Li , Changbao Wu

The inequality is computed through the so-called Gini index. The population is assumed to have the variable of interest distributed according to the Gamma probability distribution. The results show that the Gini index is reduced when the…

物理与社会 · 物理学 2007-05-23 Diego Saa

The Hoover index is a widely used measure of inequality with an intuitive interpretation, yet little is known about the finite-sample properties of its empirical estimator. In this paper, we derive a simple expression for the expected value…

统计方法学 · 统计学 2026-03-03 Roberto Vila , Helton Saulo

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 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 2022-02-01 Grant Kopitzke

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

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

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 Gini index is a widely reported measure of income inequality. In some settings, the underlying data used to compute the Gini index are confidential. The organization charged with reporting the Gini index may be concerned that its…

统计方法学 · 统计学 2025-11-26 Wenjie Lan , Jerome P. Reiter
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