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Bias in Gini coefficient estimation for gamma...
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Bias in Gini coefficient estimation for gamma mixture populations

Abstract

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.

Authors

Vila R; Saulo H

Publication date

March 1, 2025

DOI

10.48550/arxiv.2503.00690

Preprint server

arXiv

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