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Showing 1 to 20 of 24 for “"Pareto distribution"”.

  1. A Discrete Pareto Distribution on Positive Integers

    Buddana, Amrutha2011

    … law is a standard discrete power-law probability distributions, often thought of as a discrete counterpart of the Pareto distribution. Here we study an alternative discrete Pareto distribution, using the general approach of discretizing a continuous distribution. We obtain several important …

    unr Repository record

  2. Bayesian Inference of the Weibull-Pareto Distribution

    Dow, James2015

    <p>The Weibull distribution has many applications in various topics. Some of these topics include survival analysis, reliability engineering, general insurance, electrical engineering, and industrial engineering. The Weibull distribution was further extended by the Weibull-Pareto distribution. A …

    gsu Repository record

  3. On estimation and goodness-of-fit testing for the Pareto distribution

    Nombebe, ThobekaNorth-West University (South Africa)2024

    The Pareto distributions are a class of distributions containing several members with varying levels of flexibility. Two of these members, the Pareto Type I and the Lomax distributions, are of particular interest in this thesis. The Pareto Type I distribution is a popular choice of model in many …

    nwu-za Repository record

  4. Kai kurios sudėtinio lognormaliojo – apibendrinto Pareto skirstinio savybės /

    Kuodis, Gediminas,Institutional Repository of Vilnius University2009

    … actuarial data with a composite lognormal – Pareto model“ (Scandinavian Actuarial Journal, 5, pages 321-334) and McNeil Alexander J. „Estimating the tails of loss severity distributions using extreme value theory“ (ASTIN Bulletin, 27, pages 117-137). The first article presents a two - …

    vilnius Repository record

  5. Analysis of flow patterns and flow mechanisms in soils

    Bogner, ChristinaUniversität Bayreuth

    … depth. Therefore, the two-parametric probability distribution 1 – H, H being the generalised Pareto distribution, can be fitted to the dye coverage function. The form parameter of this distribution serves as a risk index for vertical solute propagation. We did tracer experiments with Brilliant …

    bayreuth Repository record

  6. Essays on Information Technologies, Social Networks and Individual Economic Outcomes

    Saint-Jacques, Guillaume BMassachusetts Institute of Technology2018

    … model of how technology may be reshaping the distribution of individual income in the US between 1960 and 2008. First, is shows fractal patterns of the income distribution, which indicate the presence of an increasingly unequal power law distribution at the top. Then, using IRS individual tax …

    mit Repository record

  7. Estudo das características estocásticas do roll paramétrico

    Fernández Polo, Julio CésarUniversidade Federal do Rio de Janeiro2017

    … used for fitting the Generalized Extreme Value Distribution (GEVD) and the Generalized Pareto Distribution (GPD). Then, using the fitted GEVD, the return period and the time between events for roll motions have been computed for two wave conditions.

    brazil-uerj Repository record

  8. Size-independent vs. size-dependent policies in scheduling heavy-tailed distributions

    Nham, John (John T.)Massachusetts Institute of Technology2008

    … distributed server, where the job size distribution is heavy-tailed. We focus on two distributions, for which we prove that the performance of the optimal size-independent policy is asymptotically worse than that of a simple size-dependent policy. First, we consider a simple distribution …

    mit Repository record

  9. The Distribution of Fitness Effects of Synonymous Mutations in a Gene under Selection

    Lebeuf-Taylor, Eleonore ElisabethUniversité d'Ottawa / University of Ottawa2018

    … effects of synonymous mutations correspond to a distribution with a right-truncated tail belonging to the Weibull domain of the Generalised Pareto Distribution. Moreover, the distribution of beneficial fitness effects of synonymous mutations is indistinguishable from that of nonsynonymous …

    ottawa-retro Repository record

  10. The impact of estimation frequency on Value at Risk (VaR) and Expected Shortfall (ES) forecasts: an empirical study on conditional extreme value models

    Coyne, Alice ElizabethDepartment of Statistical Sciences2020

    … market events which occur in the tails of a distribution. The extreme events occur with a very low probability, but with significant consequences, which is what makes them of interest. In this study 20 years of data from both the S&P 500 and the JSE All Share index have been used. An extreme …

    cape-town Repository record

  11. Quantitative risk assessment in drill casing design for oil and gas wells

    Zhang, XutuanUniversity of Wolverhampton2004

    … and a mathematical model, based on Generalised Pareto Distribution (GPD) and Asymptotic important sampling (AIS) techniques, was built to give more precise answer by analysing limited random data points rather than using the assumed pre-defined distributions. Particular attention is paid to the …

    wlv Repository record

  12. Essays in asset pricing and market imperfections

    Qiu, Weiyang, Ph. D. Massachusetts Institute of TechnologyMassachusetts Institute of Technology2010

    … the extreme value theory and the generalized Pareto distribution. We find that illiquidity in general has a negative impact on the tail risk of hedge funds' returns. In particular, the true Value-at-Risk (VaR) of hedge funds could be much higher when illiquidity is taken into consideration.

    mit Repository record

  13. Statistical models of claim amount distributions in general insurance

    Ziai, Y.City University London1979

    This work examines the following statistical distributions as possible models for the distribution of claim amounts in general insurance: 1- The lognormal 2- The Weibull 3- The inverse Gaussian (A new 3-parameter form is introduced) 4- The Pareto 5- The truncated lognormal as a model for large …

    city-london Repository record

  14. Feasibility study into accurately modelling sulphur dioxide flux in the lower atmosphere

    Pritchard, GarethUniversity of Glasgow2009

    … Generalised Extreme Value theory and the General Pareto Distribution. The Pareto distribution approach was concluded to give the better insight into the data. This was shown to model the extreme values reasonably well though both options could be taken as valid from these approaches. Finally the …

    glasgow Repository record

  15. Firm Size, Age and Growth in South Africa

    Allen, Caitlin ShannonSchool of Economics2018

    … of Proportionate Effect is that the firm size distribution is lognormal. However, based on both empirical and theoretical literature, this theory of firm growth has fallen out of favour and been replaced by the proposal that there is an inverse relationship between a firm’s proportional growth …

    cape-town Repository record

  16. Wave energy resource assessment

    Mackay, Edward B.L.University of Southampton2009

    … comparison of estimators for<br/>the generalised Pareto distribution (GPD) is presented. It is recommended that the<br/>Likelihood-Moment estimator should be used in preference to other estimators for the<br/>GPD. The use of seasonal models for extremes is also considered. In contrast …

    soton Repository record

  17. Banki működési kockázat és intézményméret = Operational risk of banks and firm size

    Homolya, DánielBudapesti Corvinus Egyetem2012

    … de a vastag eloszlásszéllel rendelkező Pareto-eloszlás jó illeszkedéssel rendelkezik. Másrészt empirikus elemzésem alátámasztja azt, hogy hasonlóan a szakirodalom eredményeihez a hazai bankrendszerben is szignifikáns a bruttó jövedelemalapú intézményméret és az adott időszakban …

    corvinus Repository record

  18. Development of computational and experimental tools to study mechanotransduction in C.elegans and primates

    Kumar, SiddarthMassachusetts Institute of Technology2011

    … The neural codes, generated by the spatial distribution of responding mechanoreceptors, are in the form of a temporal sequence of action potentials and tactile information is encoded in the timing of each generated action potential. This thesis presents the development of predictive models …

    mit Repository record

  19. UNCERTAINTY QUANTIFICATION IN DOWNSCALING OF PRECIPITATION EXTREMES AND ITS APPLICATION TO NEW ENGLAND

    Pan, Yibin

    … addressed: uncertainty arising from parametric distribution modeling for precipitation extremes and uncertainty due to the particular predictive model employed for estimation of their return levels. Both sources were examined and quantified using credibility intervals of downscaled 25-year …

    unh-thes Repository record

  20. Monitoring unknown source IP addresses and packet sizes to detect DDoS attacks

    Kone, RoselineUniversity of Illinois at Urbana-Champaign2014

    … follows a mixture of discrete and heavy tailed distributions. Both detection systems monitor the percentage of unknown source IP addresses. The rst detection model is formulated as a xed sample size binary hypothesis testing. The decision making is based on the Neyman-Pearson criteria. The …

    uiuc Repository record

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