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arxiv: 1806.05928 · v1 · pith:YXPEUZRZnew · submitted 2018-06-15 · 📊 stat.ME

On a property of the inequality curve λ(p)

classification 📊 stat.ME
keywords curvedistributiondistributionsinequalityparetopropertytailanalyze
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The Zenga (1984) inequality curve is constant in p for Type I Pareto distributions. We show that this property holds exactly only for the Pareto distribution and, asymptotically, for distributions with power tail with index -a, with a greater than 1. Exploiting these properties one can develop powerful tools to analyze and estimate the tail of a distribution.

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