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Gini average difference

From Encyclopedia of Mathematics
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A magnitude characterizing the dispersion of the values of a random variable . It was introduced by C. Gini in 1912 and is defined by the formula

where is the distribution function of the random variable. Another variable which is also occasionally considered is the Gini dispersion coefficient

where is the mathematical expectation of the random variable .

References

[1] M.G. Kendall, A. Stuart, "The advanced theory of statistics. Distribution theory" , 3. Design and analysis , Griffin (1969)
How to Cite This Entry:
Gini average difference. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Gini_average_difference&oldid=47098
This article was adapted from an original article by K.P. Latyshev (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article