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The bounded (or truncated) Pareto distribution has three parameters: α, L and H. As in the standard Pareto distribution α determines the shape. L denotes the minimal value, and H denotes the maximal value.
a behavior can be captured through a power-law relation-ship, i.e. a function f(x) / x that (after normalization) leads to the well-known probability density function (pdf) named after Vilfredo Pareto, who introduced it in 1897 to study the distribution of income [8].
1 de mar. de 2022 · The distribution of the sum of truncated Pareto is also obtained, and an analytical connection is drawn with the unbounded case. A numerical analysis illustrates the findings, providing insights on several aspects, including the intimate mixture structure of the obtained expressions.
3 de may. de 2021 · On the Sum of Random Samples with Bounded Pareto Distribution. Heavy-tailed random samples, as well as their sum or average, are encountered in a number of signal processing applications in radar, communications, finance, and natural sciences.
23 de abr. de 2022 · The Pareto distribution is a skewed, heavy-tailed distribution that is sometimes used to model the distribution of incomes and other financial variables. The Basic Pareto Distribution Distribution Functions
9 de abr. de 2018 · I am interested in the Bounded Pareto Distribution but I can't find any reference that supplies me the moment generating function. This does however seem like something that is known.
20 de feb. de 2023 · I am working with bounded Pareto distributions and was wondering whether I can say anything about the distributions of linear combinations of Pareto RVs? Suppose the PDF $f(x; \alpha_i, L_i, H_i) =...
