Pareto Distributions (2nd Ed.) Chapman & Hall/CRC Monographs on Statistics and Applied Probability Series
Auteur : Arnold Barry C.
Since the publication of the first edition over 30 years ago, the literature related to Pareto distributions has flourished to encompass computer-based inference methods. Pareto Distributions, Second Edition provides broad, up-to-date coverage of the Pareto model and its extensions. This edition expands several chapters to accommodate recent results and reflect the increased use of more computer-intensive inference procedures.
New to the Second Edition
- New material on multivariate inequality
- Recent ways of handling the problems of inference for Pareto models and their generalizations and extensions
- New discussions of bivariate and multivariate income and survival models
This book continues to provide researchers with a useful resource for understanding the statistical aspects of Pareto and Pareto-like distributions. It covers income models and properties of Pareto distributions, measures of inequality for studying income distributions, inference procedures for Pareto distributions, and various multivariate Pareto distributions existing in the literature.
Historical Sketch with Emphasis on Income Modeling. Models for Income Distributions. Pareto and Related Heavy-Tailed Distributions. Measures of Inequality. Inference for Pareto Distributions. Multivariate Pareto Distributions. Appendices. References. Index.
Barry C. Arnold is a distinguished professor in the Department of Statistics at the University of California, Riverside. Dr. Arnold is a fellow of the American Statistical Association and the Institute of Mathematical Statistics and an elected member of the International Statistical Institute.
Date de parution : 12-2020
15.6x23.4 cm
Date de parution : 03-2015
Ouvrage de 432 p.
15.6x23.4 cm
Thèmes de Pareto Distributions :
Mots-clés :
Classical Pareto Distribution; Pareto Distribution; lorenz; Lorenz Curve; curve; Classical Pareto; log; Residual Life Distribution; normal; Discretized Pareto Distributions; model; Multivariate Pareto Distributions; general; Generalized Order Statistics; income; Residual Life Function; power; Hidden Truncation; long; Distribution Function; run; Gini Index; Generalized Pareto; Pareto II; Generalized Pareto Distribution; Pareto Models; Multivariate Pareto; Preliminary Test Estimate; Bivariate Pareto Distribution; Independent Pareto; Joint Survival Function; Non-negative Random Variable; Pivotal Quantity; Generalized Likelihood Ratio Test; Lindley Distribution