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arXiv · 2606.22712

Unbiased estimation of normalized scale-invariant indices under the gamma distribution

Roberto Vila·Helton Saulo·Felipe Quintino
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Abstract

We introduce a broad class of normalized scale-invariant indices (NPRIs) generated by homogeneous functions and encompassing several well-known measures, including the Gini coefficient, generalized Gini indices, entropy-based measures, and variability indices. Explicit expressions are obtained for these indices under gamma populations. Exploiting the independence between the total sum and the associated Dirichlet proportions, we derive a simple unbiased estimator based on a U-statistic. The resulting estimator is shown to be unbiased for any NPRI when the underlying population follows a gamma distribution. Several examples are provided to illustrate the general theory. A Monte Carlo simulation study is carried out that shows the good performance of the unbiased estimator in several scenarios of index choices. We also present a simulation study that goes beyond the established theory by examining the estimator's applicability in settings characterized by a generalized gamma distribution. We evaluate the effectiveness of the NPRIs and their estimates in modeling a real-world dataset related to gross domestic product per capita in the Americas.

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Roberto Vila, Helton Saulo, Felipe Quintino. 2026-06-21. Unbiased estimation of normalized scale-invariant indices under the gamma distribution. https://arxiv.org/abs/2606.22712

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