Folks,
I've been asked to forward this to the list. Replies to me please, and
I'll post a summary of responses in due course.
Thanks,
Stuart
--
Dr Stuart G. Young, Analyst, Royal Bank of Scotland
Tel/Fax: 0131 523 4903/6518, E-mail: [log in to unmask]
> -----Original Message-----
> From: Sykes, Chris
>
> Does anybody know a generalised equation of the Gini curve (aka Lorenz
> curve) for categorical association? Assuming the curve is symmetric
> about the line y = 1 - x, then is there an equation of the curve that can
> be expressed in terms of only one parameter, namely the Gini?
>
> The curve will have the following characteristics:
> 0 <= x <= 1
> 0 <= y <= 1
> x >= y for all x,y on the curve
> slope is monotonic increasing
> for any point (x,y) through which the curve passes, it
> will also pass through the point (1 - y, 1 - x) {symmetry}
>
> The Gini parameter is to be constrained between 0 (random association)
> and 1 (perfect association).
>
> Thanks,
> Chris Sykes
> Risk Modelling Team
> Retail Lending Systems
> Royal Bank of Scotland
>
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