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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].
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.
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.
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) =...
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
11 de may. de 2021 · The Pareto and related distributions. The generalized Pareto distribution (GPD) is widely used in engineering, environmental science and finance to model low probability events. Typically, the GPD is used to estimate extreme percentiles such as the 99th percentile for a specific event.
