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EXPONENTIAL-PARETO MIXTURE DISTRIBUTION
2023In 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, 2000Internal 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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Journal of the American Statistical Association, 1988
Henrick J. Malik, Barry C. Arnold
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Henrick J. Malik, Barry C. Arnold
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Multivariate Generalized Pareto Distributions
2010In 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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Journal of the Royal Statistical Society. Series A (Statistics in Society), 1989
D. N. Shanbhag, B. C. Arnold
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D. N. Shanbhag, B. C. Arnold
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The Pareto optimality distribution
Quality & Quantity, 2008Pareto 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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Estimation of the Parameters of the New Weibull-Pareto Distribution Using Ranked Set Sampling
, 2020M. Samuh, A. Al-Omari, N. Koyuncu
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Alpha Power Exponentiated Pareto Distribution
Lobachevskii Journal of Mathematics, 2023Pimsap, Panuwat +2 more
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