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 form...

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Main Authors: Abd Raof, Anis Syazwani, Haron, Mohd Azmi, Mohd Safari, Muhammad Aslam, Siri, Zailan
Format: Article
Published: Universiti Kebangsaan Malaysia 2022
Online Access:http://psasir.upm.edu.my/id/eprint/102205/
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author Abd Raof, Anis Syazwani
Haron, Mohd Azmi
Mohd Safari, Muhammad Aslam
Siri, Zailan
author_facet Abd Raof, Anis Syazwani
Haron, Mohd Azmi
Mohd Safari, Muhammad Aslam
Siri, Zailan
author_sort Abd Raof, Anis Syazwani
building UPM 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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institution Universiti Putra Malaysia
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spelling upm-1022052023-08-18T23:54:07Z http://psasir.upm.edu.my/id/eprint/102205/ Modeling the incomes of the upper-class group in Malaysia using new pareto-type distribution Abd Raof, Anis Syazwani Haron, Mohd Azmi Mohd Safari, Muhammad Aslam Siri, Zailan 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. Universiti Kebangsaan Malaysia 2022 Article PeerReviewed Abd Raof, Anis Syazwani and Haron, Mohd Azmi and Mohd Safari, Muhammad Aslam and Siri, Zailan (2022) Modeling the incomes of the upper-class group in Malaysia using new pareto-type distribution. Sains Malaysiana, 51 (10). 3437 - 3448. ISSN 0126-6039; ESSN: 2735-0118 http://www.ukm.edu.my/jsm/english_journals/vol51num10_2022/vol51num10_2022pg3437-3448.html 10.17576/jsm-2022-5110-26
spellingShingle Abd Raof, Anis Syazwani
Haron, Mohd Azmi
Mohd Safari, Muhammad Aslam
Siri, Zailan
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://psasir.upm.edu.my/id/eprint/102205/
http://psasir.upm.edu.my/id/eprint/102205/
http://psasir.upm.edu.my/id/eprint/102205/