This integral does not possess a closed-form expression. However, it can be computed numerically by using a software such as R. The R is freely distributed and available at http://www.r-project.org. In the Appendix, we provide a R script to calculate the Gini index from (4).
5. Maximum likelihood estimation
We here discuss the ML estimation of the model parameters. Let x(1)≤x(2)≤⋯≤x(n) be the order statistics for a random sample X1,X2,…,Xn of size n from the NP(α,β) distribution. Then, the log-likelihood function can be written as