A stochastic diffusion model of Lorenz Curve with a birth-and-death diffusion and general external effect processes

被引：0

作者：

Zainal, Mohammad ^{[1
]}

Al-Eideh, Basel ^{[1
]}

机构：

[1] Kuwait Univ, Sabah Al Salem Univ City, Dept Informat Syst & Operat Management, Coll Business Adm, Kuwait, Kuwait

来源：

ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS | 2021年 / 14卷 / 02期

关键词：

Birth-Death Diffusion Process; General External Effect; Gini-Index; Lorenz Curve;

D O I：

10.1285/i20705948v14n2p417

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The Lorenz curve has been used as an essential instrument in the studies of inequality of wealth and income distributions. It was further devised as an inequality research tool in many disciplines. A stochastic Lorenz Curve model is considered with a birth-and-death diffusion and general external effect processes in this paper. Also, the corresponding Stochastic Diffusion Gini-Index is obtained. The suggested functional form attains the properties of the Lorenz curve and works nicely, as shown in the numerical example.

引用

页码：417 / 424

页数：9

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