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  2. Lorenz curve - Wikipedia

    en.wikipedia.org/wiki/Lorenz_curve

    The Lorenz curve is a probability plot (a P–P plot) comparing the distribution of a variable against a hypothetical uniform distribution of that variable. It can usually be represented by a function L ( F ), where F , the cumulative portion of the population, is represented by the horizontal axis, and L , the cumulative portion of the total ...

  3. Income inequality metrics - Wikipedia

    en.wikipedia.org/wiki/Income_inequality_metrics

    Income distribution has always been a central concern of economic theory and economic policy. Classical economists such as Adam Smith, Thomas Malthus and David Ricardo were mainly concerned with factor income distribution, that is, the distribution of income between the main factors of production, land, labour and capital.

  4. The Elephant Curve - Wikipedia

    en.wikipedia.org/wiki/The_Elephant_Curve

    The x axis of the graph shows the percentiles of the global income distribution. The y axis shows the cumulative growth rate percentage of income. [1] The main conclusion that can be drawn from the graph is that the global top 1% experienced around a 60% increase in income, whereas the income of the global middle increased 70 to 80%.

  5. Johnson's SU-distribution - Wikipedia

    en.wikipedia.org/wiki/Johnson's_SU-distribution

    Johnson's -distribution has been used successfully to model asset returns for portfolio management. [3] This comes as a superior alternative to using the Normal distribution to model asset returns. An R package, JSUparameters , was developed in 2021 to aid in the estimation of the parameters of the best-fitting Johnson's S U {\displaystyle S_{U ...

  6. Benini distribution - Wikipedia

    en.wikipedia.org/wiki/Benini_distribution

    In probability, statistics, economics, and actuarial science, the Benini distribution is a continuous probability distribution that is a statistical size distribution often applied to model incomes, severity of claims or losses in actuarial applications, and other economic data.

  7. 68–95–99.7 rule - Wikipedia

    en.wikipedia.org/wiki/68–95–99.7_rule

    Diagram showing the cumulative distribution function for the normal distribution with mean (μ) 0 and variance (σ 2) 1. These numerical values "68%, 95%, 99.7%" come from the cumulative distribution function of the normal distribution. The prediction interval for any standard score z corresponds numerically to (1 − (1 − Φ μ,σ 2 (z)) · 2).

  8. Empirical distribution function - Wikipedia

    en.wikipedia.org/wiki/Empirical_distribution...

    In statistics, an empirical distribution function (commonly also called an empirical cumulative distribution function, eCDF) is the distribution function associated with the empirical measure of a sample. [1] This cumulative distribution function is a step function that jumps up by 1/n at each of the n data points. Its value at any specified ...

  9. Negative hypergeometric distribution - Wikipedia

    en.wikipedia.org/wiki/Negative_hypergeometric...

    Negative-hypergeometric distribution (like the hypergeometric distribution) deals with draws without replacement, so that the probability of success is different in each draw. In contrast, negative-binomial distribution (like the binomial distribution) deals with draws with replacement , so that the probability of success is the same and the ...