Bias in Gini coefficient estimation for gamma mixture populations

Roberto Vila and Helton Saulo ()
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Roberto Vila: University of Brasilia
Helton Saulo: University of Brasilia

Statistical Papers, 2025, vol. 66, issue 7, No 2, 18 pages

Abstract: Abstract This paper examines the properties of the Gini coefficient estimator for gamma mixture populations and reveals the presence of bias. In contrast, we show that sampling from a gamma distribution yields an unbiased estimator, consistent with prior research (Baydil et al. 2025). We derive an explicit bias expression for the Gini coefficient in gamma mixture populations, which serves as the foundation for proposing bias-corrected Gini estimators. We conduct a Monte Carlo simulation study to evaluate the behavior of the bias-corrected Gini estimators.

Keywords: Gamma mixture distribution; Gini coefficient estimator; biased estimator; MSC 60E05; MSC 62Exx; MSC 62Fxx. (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s00362-025-01768-w

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