Difference between revisions of "Hall-Tideman Index"

From Open Risk Manual
 
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== See Also ==
 
== See Also ==
 
* The [[Gini Index]] is a related measure
 
* The [[Gini Index]] is a related measure
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== Implementations  ==
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Open Source implementations of the HTI index are available in
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* 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 E_i summing up to a total of


E_T = \sum^{n}_{i=1} E_{i}

and each value fraction is defined as


w_{i} = \frac{E_i}{E_T}

Then the HTI index is defined as


HTI = \frac{1}{2 \sum^{n}_{i=1} i w_{i} - 1}

See Also

Implementations

Open Source implementations of the HTI index are available in


References