کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
978866 933309 2010 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Gini characterization of extreme-value statistics
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Gini characterization of extreme-value statistics
چکیده انگلیسی

This paper presents a profound connection between Gini’s index and extreme-value statistics. Gini’s index is a quantitative gauge for the evenness of probability laws defined on the positive half-line, and is the common measure of societal egalitarianism applied in Economics and in the Social Sciences. Extreme-value statistics–namely, the Gumbel, Fréchet and Weibull probability laws–are the only possible asymptotic statistics emerging from the extremes of large ensembles of independent and identically distributed random variables. Extreme-value statistics play a major role–all across Science and Engineering–in the analysis of rare and extreme events. Introducing generalizations of Gini’s index, and exploring an elemental Poissonian structure underlying the extreme-value statistics, we establish in this paper a Gini-based characterization of extreme-value statistics.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 389, Issue 21, 1 November 2010, Pages 4462–4472
نویسندگان
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