Results 31 to 40 of about 2,345,508 (316)
On Tail Probabilities of Continuous Probability Distributions with Heavy Tails [PDF]
Korean Journal of Applied Statistics, 2013 Abstract The paper examines several classes of probability distributions with heavy tails. An (asymptotic) expressionfor tail probability needs to be known to understand which class a given probability distribution belongs to.It is usually not easy to get expressions for tail probabilities since most absolutely continuous probabilitydistributions are ...
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The weak Pareto law and regular variation in the tails
Statistica, 2007 We show that the weak Pareto law, as used to characterize the tail behaviour of income distributions, implies regularly varying tail probabilities, but that the reverse implication does not hold. We also establish implications among other versions of the
Walter Kramer, T. Ziebach
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Tails of the crossing probability [PDF]
Physical Review E, 2005 The scaling of the tails of the probability of a system to percolate only in the horizontal direction pi(hs) was investigated numerically for the correlated site-bond percolation model (q -state Potts model) for q=1 , 2, 3, 4 (where q is the number of spin states).
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Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables [PDF]
, 2011 Let X1,X2, ... be a sequence of dependent and heavy-tailed random variables with distributions F1, F2, ... on (−∞,∞), and let τ be a nonnegative integer-valued random variable independent of the sequence {Xk, k ≥ 1}.
K. Yuen, C. Yin
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On measure concentration in graph products
Lietuvos Matematikos Rinkinys, 2009 Bollobás and Leader [1] showed that among the n-fold products of connected graphs of order k the one with minimal t-boundary is the grid graph. Given any product graph G and a set A of its vertices that contains at least half of V (G), the number of ...
Matas Šileikis
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Skewness-kurtosis adjusted confidence estimators and significance tests [PDF]
, 2015 First and second kind modifications of usual confidence intervals for estimating the expectation and of usual local alternative parameter choices are introduced in a way such that the asymptotic behavior of the true non-covering probabilities and the ...
Richter, Wolf-Dieter
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Multivariate Global-Local Priors for Small Area Estimation
Stats, 2022 It is now widely recognized that small area estimation (SAE) needs to be model-based. Global-local (GL) shrinkage priors for random effects are important in sparse situations where many areas’ level effects do not have a significant impact on the ...
Tamal Ghosh +3 more
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Assessing stochastic algorithms for large scale nonlinear least squares problems using extremal probabilities of linear combinations of gamma random variables [PDF]
, 2014 This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications.
Ascher, Uri +2 more
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A Method for Bounding Tail Probabilities
IEEE AccessWe present a method for upper and lower bounding the right and the left tail probabilities of continuous random variables (RVs). For the right tail probability of RV $X$ with probability density function $f (x)$ , this method requires first setting a ...
Nikola Zlatanov
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International Journal of Mathematics and Mathematical Sciences, 1992 Let X, Xn, n≥1 be a sequence of iid real random variables, and Sn=∑k=1nXk, n≥1. Convergence rates of moderate deviations are derived, i.e., the rate of convergence to zero of certain tail probabilities of the partial sums are determined.
Deli Li, Xiangchen Wang, M. Bhaskara Rao
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