A general definition of concentration function is proposed. Its connections with Lorenz-Gini curve and de Finetti's definition are analysed. A few possible applications of the definition are mentioned.
CITATION STYLE
Cifarelli, D. M., & Regazzini, E. (1987). On a General Definition of Concentration Function. Sankhya: The Indian Journal of Statistics1, 49(3), 307–319.
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