You are right. In strict numbers, Romania has the largest number of Roma, however as a percentage of population, Slovakia has the most (unless you count the former Yugoslavian Republic of Macedonia).
In terms of percentage of total population, Slovakia and Bulgaria have among the highest concentration of Roma, with 9.75 percent and eight percent, respectively (see Figure 2).
Figure 2. Average Roma Populations in Selected Countries and Their Percentage Ratio to Total Population (2000)
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I was in the former Yugoslav Republic of Macedonia in 2004. Almost all of the beggars were Roma gypsies. They were relentless in persuing you for money. Fortunately, I didn't encounter any pickpockets!