Difference between revisions of "Hall-Tideman Index"
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== Definition == | == Definition == | ||
| − | The '''Hall-Tideman''' index is a metric useful for the purpose of measuring [[Concentration Risk]] diversity or inequality metrics | + | The '''Hall-Tideman''' index is a metric useful for the purpose of measuring [[Concentration Risk]] diversity or inequality metrics. An alternative name is Rosenbluth Index. |
== Details == | == Details == | ||
| Line 13: | Line 13: | ||
Then the HTI index is defined as | Then the HTI index is defined as | ||
:<math> | :<math> | ||
| − | HTI = \frac{1}{2 \sum^{n}_{i=1} i w_{i} - 1 | + | HTI = \frac{1}{2 \sum^{n}_{i=1} i w_{i} - 1} |
</math> | </math> | ||
== See Also == | == See Also == | ||
* The [[Gini Index]] is a related measure | * The [[Gini Index]] is a related measure | ||
| + | |||
| + | == Implementations == | ||
| + | Open Source implementations of the HTI index are available in | ||
| + | |||
| + | * the Python library [https://github.com/open-risk/concentrationMetrics Concentration Library] | ||
Latest revision as of 13:28, 14 June 2021
Definition
The Hall-Tideman index is a metric useful for the purpose of measuring Concentration Risk diversity or inequality metrics. An alternative name is Rosenbluth Index.
Details
More precisely, if we have n values 
summing up to a total of
and each value fraction is defined as
Then the HTI index is defined as
See Also
- The Gini Index is a related measure
Implementations
Open Source implementations of the HTI index are available in
- the Python library Concentration Library
