Modeling the incomes of the upper-class group in Malaysia using new pareto-type distribution

The new Pareto-type distribution has been previously introduced as an alternative to the conventional Pareto distribution in modeling income distribution. It is claimed to provide better flexibility for mathematical simplicity of probability functions and has a more straightforward mathematical...

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Main Authors: Anis Syazwani Abd Raof, Mohd Azmi Haron, Muhammad Aslam Mohd Safari, Zailan Siri
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2022
Online Access:http://journalarticle.ukm.my/20884/
http://journalarticle.ukm.my/20884/1/26.pdf
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author Anis Syazwani Abd Raof,
Mohd Azmi Haron,
Muhammad Aslam Mohd Safari,
Zailan Siri,
author_facet Anis Syazwani Abd Raof,
Mohd Azmi Haron,
Muhammad Aslam Mohd Safari,
Zailan Siri,
author_sort Anis Syazwani Abd Raof,
building UKM Institutional Repository
collection Online Access
description The new Pareto-type distribution has been previously introduced as an alternative to the conventional Pareto distribution in modeling income distribution. It is claimed to provide better flexibility for mathematical simplicity of probability functions and has a more straightforward mathematical form. In this study, the new Pareto-type distribution is used to model the income of the Malaysian upper-class group. The threshold is determined using the fixed proportion technique and the maximum likelihood estimator method is used to estimate the shape parameter. Then, the goodness-of-fit of the fitted new Pareto model is measured using the coefficient of determination, R2 and Kolmogorov–Smirnov statistics. We also measure the income inequality among the Malaysian top income earners using the Lorenz curve, Gini and Theil indices based on the fitted new Pareto model. Finally, the new Pareto distribution is compared to alternative distributions to analyze which model can give the best fit for the data. Our analysis shows that the Pareto type-1 and the new Pareto models are well fitted to the top income data for all years considered. However, the new Pareto model provides better flexibility which covering more incomes in the upper tail of the distribution than the Pareto type-1 model.
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spelling oai:generic.eprints.org:208842022-12-28T05:10:16Z http://journalarticle.ukm.my/20884/ Modeling the incomes of the upper-class group in Malaysia using new pareto-type distribution Anis Syazwani Abd Raof, Mohd Azmi Haron, Muhammad Aslam Mohd Safari, Zailan Siri, The new Pareto-type distribution has been previously introduced as an alternative to the conventional Pareto distribution in modeling income distribution. It is claimed to provide better flexibility for mathematical simplicity of probability functions and has a more straightforward mathematical form. In this study, the new Pareto-type distribution is used to model the income of the Malaysian upper-class group. The threshold is determined using the fixed proportion technique and the maximum likelihood estimator method is used to estimate the shape parameter. Then, the goodness-of-fit of the fitted new Pareto model is measured using the coefficient of determination, R2 and Kolmogorov–Smirnov statistics. We also measure the income inequality among the Malaysian top income earners using the Lorenz curve, Gini and Theil indices based on the fitted new Pareto model. Finally, the new Pareto distribution is compared to alternative distributions to analyze which model can give the best fit for the data. Our analysis shows that the Pareto type-1 and the new Pareto models are well fitted to the top income data for all years considered. However, the new Pareto model provides better flexibility which covering more incomes in the upper tail of the distribution than the Pareto type-1 model. Penerbit Universiti Kebangsaan Malaysia 2022-10 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/20884/1/26.pdf Anis Syazwani Abd Raof, and Mohd Azmi Haron, and Muhammad Aslam Mohd Safari, and Zailan Siri, (2022) Modeling the incomes of the upper-class group in Malaysia using new pareto-type distribution. Sains Malaysiana, 51 (10). pp. 3437-3448. ISSN 0126-6039 https://www.ukm.my/jsm/malay_journals/jilid51bil10_2022/KandunganJilid51Bil10_2022.html
spellingShingle Anis Syazwani Abd Raof,
Mohd Azmi Haron,
Muhammad Aslam Mohd Safari,
Zailan Siri,
Modeling the incomes of the upper-class group in Malaysia using new pareto-type distribution
title Modeling the incomes of the upper-class group in Malaysia using new pareto-type distribution
title_full Modeling the incomes of the upper-class group in Malaysia using new pareto-type distribution
title_fullStr Modeling the incomes of the upper-class group in Malaysia using new pareto-type distribution
title_full_unstemmed Modeling the incomes of the upper-class group in Malaysia using new pareto-type distribution
title_short Modeling the incomes of the upper-class group in Malaysia using new pareto-type distribution
title_sort modeling the incomes of the upper-class group in malaysia using new pareto-type distribution
url http://journalarticle.ukm.my/20884/
http://journalarticle.ukm.my/20884/
http://journalarticle.ukm.my/20884/1/26.pdf