gchisq {giniVarCI} | R Documentation |
Gini index for the Chi-Squared distribution with user-defined degrees of freedom
Description
Calculates Gini indices for the Chi-Squared distribution with degrees of freedom n
(df
).
Usage
gchisq(df)
Arguments
df |
A vector of positive real numbers specifying degrees of freedom of the Chi-Squared distribution. |
Details
The Chi-Squared distribution with degrees of freedom n
(argument df
) and denoted as \chi_{n}^2
, where n>0
, has a probability density function given by (Kleiber and Kotz, 2003; Johnson et al., 1995)
f(y)= \displaystyle \frac{1}{2^{n/2}\Gamma\left(\frac{n}{2}\right)}y^{n/2-1}e^{-y/2},
and a cumulative distribution function given by
F(y) = \frac{\gamma\left(\frac{n}{2}, \frac{y}{2}\right)}{\Gamma(\alpha)},
where y \geq 0
, the gamma function is defined by
\Gamma(\alpha) = \int_{0}^{\infty}t^{\alpha-1}e^{-t}dt,
and the lower incomplete gamma function is given by
\gamma(\alpha,y) = \int_{0}^{y}t^{\alpha-1}e^{-t}dt.
The Gini index can be computed as
G=\displaystyle \frac{2\Gamma\left( \frac{1+n}{2}\right)}{n\Gamma\left(\frac{n}{2}\right)\sqrt{\pi}}.
The Chi-Squared distribution is related to the Gamma distribution: \chi_{n}^2 = Gamma(n/2, 2)
.
Value
A numeric vector with the Gini indices. A NA
is returned when degrees of freedom are non-numeric or non-positive.
Author(s)
Juan F Munoz jfmunoz@ugr.es
Jose M Pavia pavia@uv.es
Encarnacion Alvarez encarniav@ugr.es
References
Kleiber, C. and Kotz, S. (2003). Statistical Size Distributions in Economics and Actuarial Sciences, Hoboken, NJ, USA: Wiley-Interscience.
Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) Continuous Univariate Distributions, volume 1, chapter 14. Wiley, New York.
See Also
Examples
# Gini index for the Chi-Squared distribution with degrees of freedom equal to 2.
gchisq(df = 2)
# Gini indices for the Chi-Squared distribution and different degrees of freedom.
gchisq(df = 5:10)