On the Gini mean difference (Q763700)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Gini mean difference |
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On the Gini mean difference (English)
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29 March 2012
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The authors provide a proof of an inequality for the Gini mean difference: If \(X\) and \(X'\) are i.i.d. random variables with finite variance, then \(E|X-X'|\leq \frac{2}{\sqrt{3}}\sqrt{Var (X)}\), where equality holds iff the distribution is uniform on some interval.
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Gini mean difference
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