On a property of the inequality curve λ(p)

06/15/2018

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by   Emanuele Taufer, et al.

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The Zenga (1984) inequality curve is constant in p for Type I Pareto distributions. We show that this property holds exactly only for the Pareto distribution and, asymptotically, for distributions with power tail with index -a, with a greater than 1. Exploiting these properties one can develop powerful tools to analyze and estimate the tail of a distribution.