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Questions tagged [lorenz-curve]

In economics, the Lorenz curve is a graphical representation of the cumulative distribution function of the empirical probability distribution of wealth.

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What are the main differences between a traditional receiver-operating curve and a Lorenz curve?

I am analyzing a dataset of cardiac echocardiographic exams, aiming to compare the diagnostic accuracy of a novel test in comparison to a standard one. I have recognized that using Stata I can ...
Giuseppe Biondi-Zoccai's user avatar
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Is Lorenz curve really a PP plot?

Kendall (1945) defines the curve of concentration (AFAIU, this is a synonym for Lorenz curve) as a parametric curve $$ \left\{ \begin{aligned}F(x) & =\int_{-\infty}^{x}f(t)\mathrm{d}t\\ G(x) & ...
Dmitry Zotikov's user avatar
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ED50 in non linear logistic regression in R

I am new to R and I want to find the ED50 with its confidence interval in the drc package in R. I found the best model is lorentz.4 according to AIC. But I get a warning message for the confidence ...
satomi's user avatar
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What happens when you try to find standard deviation of a (non-truncated) cauchy distribution? [duplicate]

I have read that this doesn't work, but I do not understand exactly why. Please can someone explain.
milkcookie's user avatar
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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 ...
Jack Cramer's user avatar
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How to compute the Wealth Lorenz curve with negative values?

I have some data with asset holdings (wealth) of a large group of people. I want to compute the Lorenz curve and Gini coefficient of my population. The problem is that a large fraction of people have ...
Sophie's user avatar
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What is the name of this cumulative plot?

This may come off as a silly question, but I am having a hard time identifying the name of the following cumulative plot. For example, say I have the following data: ...
Amelio Vazquez-Reina's user avatar
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Computing Lorenz asymmetry cofficient (S)

Damgaard and Weiner in Describing Inequality in Plant Size or Fecundity discuss computing the Lorenz asymmetry coefficient, S as well as confidence intervals for the estimates of S for a sample. D A ...
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Lorenz curve and Gini coefficient for measuring classifier performance

I often use a ROC curve and the area under that curve as a measure of classifier accuracy in 2-class problems, e.g: ...
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Is Lorenz curve the same as QQ-plot?

Are Lorenz curves and QQ-plots the same? If not, where are the differences? I read about both of them and they appear to be two terms for the same type of plot / statistical technique to compare ...
Ampleforth's user avatar