GAMS langauage in description of method of minimum total variation.
Gini indices and the moments of the share density function
The expected value of the share density of the income distribution can be expressed in terms of the Gini index. The variance of the share density of the income distribution is interesting because it gives a relationship between the first and the second order Gini indices. We find an expression for this variance and, as a result, we obtain some nontrivial bounds on these Gini indices. We propose new statistics on the income distribution based on the higher moments of the share density function. These...
Grüss-type bounds for the covariance of transformed random variables.