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# Questions tagged [gini]

The Gini coefficient is used to measure income inequality and discriminatory power of a classifier. If everybody has the same income, Gini coefficient = 0. If one person has all the income, Gini coefficient = 1. All other values are somewhere in between.

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I have a question regarding the Gini coefficient. I want to know how I can calculate the $\%$ of people earning $x\$$or less for a population in a country with a given mean income level. I know ... 0answers 498 views ### Comparing Gini coefficients: Variance estimation etc. needed? In a project on software measurement, we plan to use aggregating statistics (e.g., Gini) to describe the concentration of certain observed program attributes (size) among program units (e.g., modules, ... 0answers 4k views ### SAS PROC LOGISTIC: Hosmer and Lemeshow test is good but Gini is bad? I am using PROC LOGISTIC along with Class statements to do binary logit model(default=1,non-default=0) on a bank loan dataset ... 0answers 588 views ### How to compare two Gini results? I'm comparing two Gini results from two distributions of income, in which one income is a source of the other. Let, say that Gini_1 = 0,770 and Gini_2 = 0,373. Clearly, Gini_2 shows a less inequal ... 1answer 463 views ### Comparing Gini coefficient of 2 distributions I wonder if it is fair is to compare the gini coefficient of two discrete distributions with different number of elements. If not, how can I adjust the coefficients for a fair comparison. In ... 0answers 30 views ### Looking at two PDF plots, is it possible to guess which distribution has a greater Gini coefficient? By observing the PDF of two different distributions over the same support (as in the image), is it possible to infer which PDF describes the distribution with the greater Gini coefficient? I assume ... 0answers 21 views ### Measuring relative variability for variables with different scales II I'm reformulating this question to see if I might have better luck than OP did at encouraging a response. Consider that you have two univariate datasets at different scales, and need to establish ... 0answers 33 views ### Classification trees: contingency table and Gini index at split point (grouped categories) I am working through chapter 14 of the book Applied predictive modeling (Kuhn, Max, and Kjell Johnson. Applied predictive modeling. Vol. 26. New York: Springer, 2013.). For tree models with categorial ... 0answers 88 views ### Gini index question If a country A has a higher Gini index than country B, can you interpret this as that the income distribution in A is lower because of the higher inequality? So we would expect to see wealth being ... 0answers 155 views ### Gini coefficients : compare two samples with different sample sizes I've two samples representing the distribution of tumor cell clones in two patient. In sample 1 I've about 10,000 clones - each clone has a relative abundance (so the sum of the relative abundance of ... 0answers 27 views ### Quantifying group homogeneity I'm trying to find a way to quantify the homogeneity of a group. An example dataset is below, where group D, for example, has 5 members of type1, 1 member of type2, and 1 member of type3. Groups A ... 0answers 117 views ### How calculate Gini coefficient (unbiased) and Lorenz Curve with stratified sample? I'm working with a stratified sample by minimum variance method with 3 levels that becomes at 1176 stratum. The sample comes from finite population of income taxes data. I'm looking for how calculate ... 1answer 36 views ### Correcting for season-length bias of Gini on win percentage I made this plot to try and compare the competitiveness of the major US sports (NHL/NBA/MLB/NFL): Each point of a given color represents, for a given season, the Gini coefficient of the win ... 1answer 64 views ### Is it appropriate to compare sports with different-length seasons using Gini? I made this plot to try and compare the competitiveness of the major US sports (NHL/NBA/MLB/NFL): Each point of a given color represents, for a given season, the Gini coefficient of the win ... 0answers 127 views ### Computing Gini Index I'm trying to compute the Gini coefficient of the following table: ... 0answers 397 views ### Bootstrapping and comparing Gini coefficients for my dissertation I need to compare the Gini coefficients of 5 different markets with approx. the sample population size. I would like to do bootstrapping to compare the means (instead of ... 0answers 335 views ### Arithmetic mean and Gini index in a grouped distribution In the following table is represented the relative frequency distribution of 100 families related to the class of annual income (in thousands of dollars): ... 0answers 318 views ### Mapping gini index In my model, there are 3 players, whose income is function of two arbitrary parameters. Say, ... 0answers 10 views ### Is it possible to derive the median of a distribution from the mean and Gini Index? I have some data on GDP, population, and the Gini index for various countries, and I would like to derive some median metric. To put it more broadly, given the sum \sum_{i=1}^{n} x_i and size n ... 0answers 30 views ### Understanding Gini Coefficient Derivation in Credit Risk I am interested in evaluating feature/characteristic importance in a credit risk scorecard. I found the following paper on using the Gini Coefficient for this purpose: http://www.rhinorisk.com/... 0answers 64 views ### Gini Index Formula I've read many related articles and posts. The more I read, the more I got confused about 'Gini index' and 'Gini Impurity'. I understood the concept but it seems to me that these things are used ... 0answers 42 views ### How Gini/AUC of two features is bounded by individual features? Consider binary classification problem and popular quality measure ROC AUC (which is almost the same as Gini coefficient G = 2*AUC - 1 ). Assume we have two features F1, F2. Question (rough version)... 0answers 24 views ### How to calculate the Gini coefficient from vectors of income rather than cumulative income? I want to calculate the Gini coefficient of a dataset of assets for which I the cumulative share of the population W and the monthly returns Y.$$G=1-\sum _{{k=0}}^{{n-1}}(X_{{k+1}}-X_{{k}})(... 0answers 138 views ### Calculate Gini coefficient by hand I have been asked to calculate the Gini coefficient (dispersion of allocation weighting) in 18 sectoral ETFs with historical data available since 2000. Here is an excerpt: ... 2answers 51 views ### Gini index in classification tree In Gareth etc.'s book "An introduction to statistical learning", when it's talking about Gini index, I clipped the paragraph in the following image: My question is the statement that "For this reason ... 1answer 133 views ### The reason why Gini index is in favor of multivalued attributes I am a beginner in data science and I try to understand the similarity and dissimilarity between information gain and Gini index. In my lecture notes, the professor states one of disadvantage of Gini ... 0answers 54 views ### Lorenz Curve for Insurance Pure Premium I'm testing various pure premium models and want to make a Lorenz curve to compare the models. The goal is to show underwriters which models are better. I'm not sure if I'm doing it correctly. I'm ... 0answers 219 views ### What does a high GINI in a random forest model imply? I ran a classification problem using random forest to predict whether a customer will have more than zero revenue in the next 12 months. I am getting a gini of 95 and accuracy of 90% as well. I know ... 0answers 15 views ### How can I distill revenue diversity into a single number? I have a dataset of revenue per customer per month. I want to have a measure of the diversity of this revenue, for which (to me) there are two aspects: More customers is better A more equal ... 1answer 140 views ### Interpreting MeanDecreaseGini graph in R Using the randomForest package in R, I fitted a customer churn dataset to a random forest model. The first objective was to identify the most important variables in ... 1answer 39 views ### Gini coefficients - Accounting for firm exits What is the appropriate way to measure the Gini coefficient over time in an industry where a large number of firms are exiting? Should the Gini coefficient be calculated using the initial number of ... 1answer 112 views ### Gini coefficient finite sample correction I wanted to compute some gini coefficients for different populations of differents sizes. In R I used the ineq package containing a Gini coefficient implementation. One of the paramater (i.e. corr) ... 0answers 198 views ### What is the interval of Gini Index? Suppose we have 2 classes. C1: 0 C2: 6 The Gini index is:$1−(0÷6)^2−(6÷6)^2 = 0$C1: 3 C2: 3 The Gini Index is:$1−(3÷6)^...
Assuming we do not know the Lorenz curve function, If $(X_k, Y_k)$ are the known points on the Lorenz curve, with the $X_k$ indexed in increasing order $(X_{k – 1} < X_k)$, so that: $X_k$ is the ...