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math.PR2024
New multivariate Gini's indices
Marco Capaldo, Jorge Navarro
The Gini's mean difference was defined as the expected absolute difference between a random variable and its independent copy. The corresponding normalized version, namely Gini's i…
math.PR2023
Generalized Gini's mean difference through distortions and copulas, and related minimizing problems
Marco Capaldo, Antonio Di Crescenzo, Franco Pellerey
Given a random variable and considered a family of its possible distortions, we define two new measures of distance between and each its distortion. For these distance meas…