Discrete Pareto Distributions

Amrutha Buddana, T. Kozubowski
{"title":"Discrete Pareto Distributions","authors":"Amrutha Buddana, T. Kozubowski","doi":"10.1515/eqc-2014-0014","DOIUrl":null,"url":null,"abstract":"Abstract We review several common discretization schemes and study a particular class of power-tail probability distributions on integers, obtained by discretizing continuous Pareto II (Lomax) distribution through one of them. Our results include expressions for the density and cumulative distribution functions, probability generating function, moments and related parameters, stability and divisibility properties, stochastic representations, and limiting distributions of random sums with discrete-Pareto number of terms. We also briefly discuss issues of simulation and estimation and extensions to multivariate setting.","PeriodicalId":360039,"journal":{"name":"Economic Quality Control","volume":"26 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"31","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Economic Quality Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/eqc-2014-0014","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 31

Abstract

Abstract We review several common discretization schemes and study a particular class of power-tail probability distributions on integers, obtained by discretizing continuous Pareto II (Lomax) distribution through one of them. Our results include expressions for the density and cumulative distribution functions, probability generating function, moments and related parameters, stability and divisibility properties, stochastic representations, and limiting distributions of random sums with discrete-Pareto number of terms. We also briefly discuss issues of simulation and estimation and extensions to multivariate setting.
离散帕累托分布
摘要回顾了几种常用的离散化方案,研究了一类特殊的整数上的幂尾概率分布,该概率分布是通过其中一种离散化连续Pareto II (Lomax)分布得到的。我们的研究结果包括密度和累积分布函数的表达式,概率生成函数,矩和相关参数,稳定性和可除性,随机表示,以及具有离散pareto数项的随机和的极限分布。我们还简要地讨论了模拟和估计的问题以及对多元设置的扩展。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 求助全文
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信