Gini-stable Lorenz curves and their relation to the generalised Pareto distribution
基尼稳定的洛伦兹曲线及其与广义帕累托分布的关系
We introduce an iterative discrete information production process where we can extend ordered normalised vectors by new elements based on a simple affine transformation, while preserving the predefined level of inequality, G, as measured by the Gini index. Then, we derive the family of empirical Lorenz curves of the corresponding vectors and prove that it is stochastically ordered with respect to both the sample size and G which plays the role of the uncertainty parameter.…