About the exact and asymptotic distribution of the Gini coefficient

Abstract

In this paper we deal with the distribution of the Gini Concentration Index (G). We derive its exact sample distribution which is useful only for small sample sizes and basing on the classic results for L-statistics of Egorov and Nevronov we prove the asymptotic normality for G from an original and probabilistic way. Keywords: Gini Index, Exact Distribution, L-Statistics.