In statistics, the generalized Pareto distribution (GPD) is a family of continuous probability distributions. It is often used to model the tails of another...
20 KB (2,757 words) - 00:41, 9 August 2024
The Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto, is a power-law probability distribution that...
47 KB (6,046 words) - 20:48, 3 August 2024
The Lomax distribution, conditionally also called the Pareto Type II distribution, is a heavy-tail probability distribution used in business, economics...
7 KB (790 words) - 17:15, 13 March 2024
theory and statistics, the generalized extreme value (GEV) distribution is a family of continuous probability distributions developed within extreme value...
28 KB (3,771 words) - 05:26, 25 May 2024
inverse-gamma distribution The generalized gamma distribution The generalized Pareto distribution The Gamma/Gompertz distribution The Gompertz distribution The...
22 KB (2,609 words) - 12:49, 10 February 2024
}}} . If the loss of a portfolio L {\displaystyle L} follows the Pareto distribution with p.d.f. f ( x ) = { a x m a x a + 1 if x ≥ x m , 0 if x < x...
34 KB (6,445 words) - 06:12, 21 April 2024
)+1}{\lambda }}.} If the loss of a portfolio L {\displaystyle L} follows Pareto distribution with the p.d.f. f ( x ) = { a x m a x a + 1 if x ≥ x m , 0 if x...
23 KB (4,680 words) - 08:47, 23 December 2023
selection, see e.g. Leptokurtic distribution Generalized extreme value distribution Generalized Pareto distribution Outlier Long tail Power law Seven...
19 KB (2,705 words) - 14:30, 22 July 2024
distribution with shape parameter β = 1 {\displaystyle \beta =1} and scale parameter α {\displaystyle \alpha } is the same as the generalized Pareto distribution...
19 KB (2,053 words) - 05:49, 14 May 2024
parameterisation, similar to that used for the generalized Pareto distribution and the generalized extreme value distribution, gives more interpretable parameters...
7 KB (802 words) - 10:11, 1 January 2017
appropriate constraints. The q-exponential is a special case of the generalized Pareto distribution where μ = 0 , ξ = q − 1 2 − q , σ = 1 λ ( 2 − q ) . {\displaystyle...
7 KB (747 words) - 13:20, 5 April 2022
The exponential generalized beta (EGB) distribution follows directly from the GB and generalizes other common distributions. A generalized beta random variable...
20 KB (4,406 words) - 17:45, 4 June 2024
Pickands–Balkema–De Haan theorem (category Tails of probability distributions)
\infty } converge to a non-degenerate distribution, then such limit is equal to the generalized Pareto distribution: F u ( a ( u ) y + b ( u ) ) → G k ...
6 KB (748 words) - 14:40, 4 September 2023
Dutch news agency General purpose datatype Generalized Pareto distribution Generalized Parton Distributions Glyceraldehyde phosphate dehydrogenase Mount...
941 bytes (129 words) - 00:17, 5 August 2022
the Pareto index, named after the Italian economist and sociologist Vilfredo Pareto, is a measure of the breadth of income or wealth distribution. It...
5 KB (796 words) - 13:10, 14 October 2023
log logistic distribution. The beta prime distribution is a special case of the type 6 Pearson distribution. If X has a Pareto distribution with minimum...
12 KB (2,160 words) - 21:08, 27 April 2024
\lambda )} then U V + 1 ∼ Pareto ( 1 , n ) {\displaystyle {\frac {U}{V}}+1\sim \operatorname {Pareto} (1,n)} The Erlang distribution is a special case of...
15 KB (1,944 words) - 02:39, 21 June 2024
the q-Weibull distribution is a probability distribution that generalizes the Weibull distribution and the Lomax distribution (Pareto Type II). It is...
6 KB (859 words) - 15:44, 21 October 2021
is used as a symbol for: Random variables A parameter in a generalized Pareto distribution The symmetric function equation of the Riemann zeta function...
8 KB (827 words) - 01:15, 13 March 2024
\mu ={\frac {\sigma }{m}}} , the generalized Pareto distribution retrieves the simple form of the Pareto distribution, with k ′ = σ m {\displaystyle...
9 KB (1,313 words) - 20:33, 20 March 2024
Fisher–Tippett–Gnedenko theorem (category Tails of probability distributions)
n . Extreme value theory Gumbel distribution Generalized extreme value distribution Generalized Pareto distribution Pickands–Balkema–de Haan theorem...
13 KB (2,171 words) - 09:12, 21 July 2024
BenktanderWeibull(λ, 1), which reduces to a truncated exponential distribution. keX ~ Pareto(k, λ). e−X ~ Beta(λ, 1). 1/keX ~ PowerLaw(k, λ) X ∼ Rayleigh...
42 KB (6,567 words) - 10:39, 19 June 2024
{\Sigma }}} , also known as the generalized variance. The equation above reduces to that of the univariate normal distribution if Σ {\displaystyle {\boldsymbol...
65 KB (9,519 words) - 19:30, 12 August 2024
described by other distributions, such as the log-normal distribution or the Pareto distribution. The value of the normal distribution is practically zero...
149 KB (22,393 words) - 03:35, 14 August 2024
Extreme value theory (category Tails of probability distributions)
common assumption for the first is the Poisson distribution, with the generalized Pareto distribution being used for the exceedances. A tail-fitting can...
28 KB (2,729 words) - 08:26, 18 August 2024
the gamma distribution is the conjugate prior to many likelihood distributions: the Poisson, exponential, normal (with known mean), Pareto, gamma with...
59 KB (8,701 words) - 05:20, 9 August 2024
Zipf–Mandelbrot law (redirect from Pareto-Zipf law)
Zipf–Mandelbrot law is a discrete probability distribution. Also known as the Pareto–Zipf law, it is a power-law distribution on ranked data, named after the linguist...
7 KB (684 words) - 22:37, 14 July 2024
Zipf's law (redirect from Zipf distribution)
law and the Pareto distribution. Some sets of time-dependent empirical data deviate somewhat from Zipf's law. Such empirical distributions are said to...
47 KB (4,765 words) - 21:46, 11 August 2024
not normal. Mandelbrot referred to such distributions as "stable Paretian distributions", after Vilfredo Pareto. In particular, he referred to those maximally...
45 KB (6,701 words) - 05:04, 7 June 2024
normal distribution Generalized p-value Generalized Pareto distribution Generalized Procrustes analysis Generalized randomized block design Generalized Tobit...
87 KB (8,280 words) - 14:50, 5 July 2024