generalized Pareto distribution

generalized Pareto distribution

Statistical terms. 2014.

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  • Pareto distribution — Probability distribution name =Pareto type =density pdf cdf Pareto cumulative distribution functions for various k with x m = 1. The horizontal axis is the x parameter. parameters =x mathrm{m}>0, scale (real) k>0, shape (real) support =x in [x… …   Wikipedia

  • Pareto index — In economics the Pareto index, named after the Italian economist and sociologist Vilfredo Pareto, is a measure of the breadth of income or wealth distribution. It is one of the parameters specifying a Pareto distribution and embodies the Pareto… …   Wikipedia

  • Log-logistic distribution — Probability distribution name =Log logistic type =density pdf cdf parameters =alpha>0 scale eta> 0 shape support =xin [0,infty) pdf = frac{ (eta/alpha)(x/alpha)^{eta 1} } { left [ 1+(x/alpha)^{eta} ight] ^2 } cdf ={ 1 over 1+(x/alpha)^{ eta} …   Wikipedia

  • Exponential distribution — Not to be confused with the exponential families of probability distributions. Exponential Probability density function Cumulative distribution function para …   Wikipedia

  • Chi-squared distribution — This article is about the mathematics of the chi squared distribution. For its uses in statistics, see chi squared test. For the music group, see Chi2 (band). Probability density function Cumulative distribution function …   Wikipedia

  • Normal distribution — This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution. Probability density function The red line is the standard normal distribution Cumulative distribution function …   Wikipedia

  • Probability distribution — This article is about probability distribution. For generalized functions in mathematical analysis, see Distribution (mathematics). For other uses, see Distribution (disambiguation). In probability theory, a probability mass, probability density …   Wikipedia

  • Negative binomial distribution — Probability mass function The orange line represents the mean, which is equal to 10 in each of these plots; the green line shows the standard deviation. notation: parameters: r > 0 number of failures until the experiment is stopped (integer,… …   Wikipedia

  • Cauchy distribution — Not to be confused with Lorenz curve. Cauchy–Lorentz Probability density function The purple curve is the standard Cauchy distribution Cumulative distribution function …   Wikipedia

  • Uniform distribution (continuous) — Uniform Probability density function Using maximum convention Cumulative distribution function …   Wikipedia

  • Noncentral t-distribution — Noncentral Student s t Probability density function parameters: degrees of freedom noncentrality parameter support …   Wikipedia

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