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Auteur principal: Hippeläinen, Antti
Format: Preprint
Publié: 2026
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Accès en ligne:https://arxiv.org/abs/2602.11131
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author Hippeläinen, Antti
author_facet Hippeläinen, Antti
contents 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 a unique characterization. For probability distributions, the resulting $p$ coincides with $1 - k_F$, where $k_F$ is the Kolkata index of the corresponding Lorenz curve. Within this framework we analyze both constructed gain densities and commonly encountered distribution families. We derive closed-form expressions for $p$ for truncated power-law, exponential, and normal distribution families. Combining these with estimates of the truncation parameter as a function of sample size $N$, we predict that datasets of size $N \in [10^2, 10^5]$ from exponential and normal families concentrate $p$ near $[0.15, 0.26]$ and $[0.20, 0.29]$ - values close to the canonical 0.2/0.8-rule, and strictly below the saturation $k \approx 0.865$ conjectured earlier by Ghosh and Chakrabarti. We discuss the implications of the structural ubiquity of Pareto-type imbalances for their use as prescriptive targets.
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spellingShingle Formalization of the generalized Pareto principle and structural typicality of the 20/80-rule
Hippeläinen, Antti
Physics and Society
Statistics Theory
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 a unique characterization. For probability distributions, the resulting $p$ coincides with $1 - k_F$, where $k_F$ is the Kolkata index of the corresponding Lorenz curve. Within this framework we analyze both constructed gain densities and commonly encountered distribution families. We derive closed-form expressions for $p$ for truncated power-law, exponential, and normal distribution families. Combining these with estimates of the truncation parameter as a function of sample size $N$, we predict that datasets of size $N \in [10^2, 10^5]$ from exponential and normal families concentrate $p$ near $[0.15, 0.26]$ and $[0.20, 0.29]$ - values close to the canonical 0.2/0.8-rule, and strictly below the saturation $k \approx 0.865$ conjectured earlier by Ghosh and Chakrabarti. We discuss the implications of the structural ubiquity of Pareto-type imbalances for their use as prescriptive targets.
title Formalization of the generalized Pareto principle and structural typicality of the 20/80-rule
topic Physics and Society
Statistics Theory
url https://arxiv.org/abs/2602.11131