Bias in Gini coefficient estimation for gamma mixture populations

Fuente: arXiv
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Autori principali: Vila, Roberto, Saulo, Helton
Natura: Preprint
Pubblicazione: 2025
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author Vila, Roberto
Saulo, Helton
author_facet Vila, Roberto
Saulo, Helton
contents 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 prior research (Baydil et al., 2025). We derive an explicit bias expression for the Gini coefficient in gamma mixture populations, which serves as the foundation for proposing a bias-corrected Gini estimator. We conduct a Monte Carlo simulation study to evaluate the behavior of the bias-corrected Gini estimator.
format Preprint
id arxiv_https___arxiv_org_abs_2503_00690
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Bias in Gini coefficient estimation for gamma mixture populations
Vila, Roberto
Saulo, Helton
Methodology
60E05, 62Exx, 62Fxx
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 prior research (Baydil et al., 2025). We derive an explicit bias expression for the Gini coefficient in gamma mixture populations, which serves as the foundation for proposing a bias-corrected Gini estimator. We conduct a Monte Carlo simulation study to evaluate the behavior of the bias-corrected Gini estimator.
title Bias in Gini coefficient estimation for gamma mixture populations
topic Methodology
60E05, 62Exx, 62Fxx
url https://arxiv.org/abs/2503.00690