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EXPONENTIAL-PARETO MIXTURE DISTRIBUTION

2023
In this paper we introduce the Exponential-Pareto mixture distribution. This distribution is associated as mixture of light and heavy-tailed data which arise in a wide class applications including risk analysis. Characteristic function, failure rate function, mean excess, conditional excess distribution are derived.
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Pareto and Income Distribution

SSRN Electronic Journal, 2000
Internal parameters of Pareto's distribution of income have not been developed in depth. Here, its mathematical sense is analized; adimensional expressions of income probability are derived, as also the correlation between Pareto's coefficient and Gini's coefficient.
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Pareto Distributions.

Journal of the American Statistical Association, 1988
Henrick J. Malik, Barry C. Arnold
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Pareto Distribution

2021
Rajan Chattamvelli, Ramalingam Shanmugam
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Multivariate Generalized Pareto Distributions

2010
In analogy to the univariate case, we introduce certain multivariate generalized Pareto df (GPD) of the form W = 1 + log(G) for the statistical modelling of multivariate exceedances, see Section 5.1. Various results around the multivariate peaks-over-threshold approach are compiled in Section 5.2. The peaks-overthreshold stability of a multivariate GPD
Michael Falk   +2 more
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Pareto Distributions.

Applied Statistics, 1986
M. W. Green, B. C. Arnold
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Pareto Distributions.

Journal of the Royal Statistical Society. Series A (Statistics in Society), 1989
D. N. Shanbhag, B. C. Arnold
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The Pareto optimality distribution

Quality & Quantity, 2008
Pareto optimality (sometimes known as Pareto efficiency) is an important notion in social sciences and related areas, see e.g. Klaus (2006), Chun (2005), Hild (2004), Kibris (2003), Nandeibam (2003), Papai (2001), Peris and Sanchez (2001), Brams and Fishburn (2000), Denicolo (1999), Klaus et al. (1998), Peremans et al. (1997), and Vohra (1992).
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Alpha Power Exponentiated Pareto Distribution

Lobachevskii Journal of Mathematics, 2023
Pimsap, Panuwat   +2 more
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