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添加142字节 、 2020年10月17日 (六) 12:54
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The distribution of a [[random variable]] ''X'' with [[cumulative distribution function|distribution function]] ''F'' is said to have a long right tail<ref name="Asmussen"/> if for all ''t''&nbsp;>&nbsp;0,
 
The distribution of a [[random variable]] ''X'' with [[cumulative distribution function|distribution function]] ''F'' is said to have a long right tail<ref name="Asmussen"/> if for all ''t''&nbsp;>&nbsp;0,
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A distribution F on the whole real line is subexponential if the distribution
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The distribution of a random variable X with distribution function F is said to have a long right tail[1] if for all t > 0,
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如果对于所有t>0,具有分布函数F的随机变量X的分布具有较长的右尾,
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:<math>
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\lim_{x \to \infty} \Pr[X>x+t\mid X>x] =1, \,
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<math>
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or equivalently
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或等同于
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:<math>
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\overline{F}(x+t) \sim \overline{F}(x) \quad \mbox{as } x \to \infty. \,
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</math>
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如果对于所有t>0,具有分布函数F的随机变量X的分布被称为具有较长的右尾,
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F i ([0,infty))是。这里 i ([0,infty))是正半直线的指示函数。或者,实数行上支持的随机变量 x 是子指数当且仅当 x ^ + = max (0,x)是子指数。
 
F i ([0,infty))是。这里 i ([0,infty))是正半直线的指示函数。或者,实数行上支持的随机变量 x 是子指数当且仅当 x ^ + = max (0,x)是子指数。
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:<math>
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\lim_{x \to \infty} \Pr[X>x+t\mid X>x] =1, \,
      
All subexponential distributions are long-tailed, but examples can be constructed of long-tailed distributions that are not subexponential.
 
All subexponential distributions are long-tailed, but examples can be constructed of long-tailed distributions that are not subexponential.
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所有的次指数分布都是长尾分布,但是例子可以由非次指数的长尾分布构造。
 
所有的次指数分布都是长尾分布,但是例子可以由非次指数的长尾分布构造。
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</math>
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This has the intuitive interpretation for a right-tailed long-tailed distributed quantity that if the long-tailed quantity exceeds some high level, the probability approaches 1 that it will exceed any other higher level.
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All long-tailed distributions are heavy-tailed, but the converse is false, and it is possible to construct heavy-tailed distributions that are not long-tailed.
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or equivalently
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</math>
 
</math>
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This has the intuitive interpretation for a right-tailed long-tailed distributed quantity that if the long-tailed quantity exceeds some high level, the probability approaches 1 that it will exceed any other higher level.
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All long-tailed distributions are heavy-tailed, but the converse is false, and it is possible to construct heavy-tailed distributions that are not long-tailed.
      
=== Subexponential distributions 长尾分布的定义 ===
 
=== Subexponential distributions 长尾分布的定义 ===
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