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| :: <math>\varphi(t;\alpha,x_\mathrm{m})=\alpha(-ix_\mathrm{m} t)^\alpha\Gamma(-\alpha,-ix_\mathrm{m} t),</math> | | :: <math>\varphi(t;\alpha,x_\mathrm{m})=\alpha(-ix_\mathrm{m} t)^\alpha\Gamma(-\alpha,-ix_\mathrm{m} t),</math> |
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− | 其中 Γ(''a'', ''x'') 是'''不完全伽马函数incomplete gamma function'''。 | + | 其中 Γ(''a'', ''x'') 是'''不完全伽马函数incomplete gamma function,''' 其系数可能被矩量法method of moments来解<ref>S. Hussain, S.H. Bhatti (2018). |
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− | 其系数可能被矩量法method of moments来解<ref>S. Hussain, S.H. Bhatti (2018). | |
| [https://www.researchgate.net/publication/322758024_Parameter_estimation_of_Pareto_distribution_Some_modified_moment_estimators Parameter estimation of Pareto distribution: Some modified moment estimators]. ''Maejo International Journal of Science and Technology'' 12(1):11-27</ref>。 | | [https://www.researchgate.net/publication/322758024_Parameter_estimation_of_Pareto_distribution_Some_modified_moment_estimators Parameter estimation of Pareto distribution: Some modified moment estimators]. ''Maejo International Journal of Science and Technology'' 12(1):11-27</ref>。 |
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| The [[conditional probability distribution]] of a Pareto-distributed random variable, given the event that it is greater than or equal to a particular number <math>x_1</math> exceeding <math>x_\text{m}</math>, is a Pareto distribution with the same Pareto index <math>\alpha</math> but with minimum <math>x_1</math> instead of <math>x_\text{m}</math>. | | The [[conditional probability distribution]] of a Pareto-distributed random variable, given the event that it is greater than or equal to a particular number <math>x_1</math> exceeding <math>x_\text{m}</math>, is a Pareto distribution with the same Pareto index <math>\alpha</math> but with minimum <math>x_1</math> instead of <math>x_\text{m}</math>. |
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| + | 对于一个符合帕累托分布随机变量的条件概率分布cdf,如果它大于或等于某个特定的数number ,<nowiki><math>x_1</math></nowiki> > <nowiki><math>x_\text{m}</math></nowiki>则称他们具有相同的帕累托指数的帕累托分布index ,但是具有最小的<math>x_1</math>而不是<math>x_\text{m}</math>。 |
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| ===A characterization theorem一个特征定理=== | | ===A characterization theorem一个特征定理=== |
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| 那么“W”具有Feller-Pareto分布FP(''μ'', ''σ'', ''γ'', ''γ''<sub>1</sub>, ''γ''<sub>2</sub>)。<ref name=arnold/> | | 那么“W”具有Feller-Pareto分布FP(''μ'', ''σ'', ''γ'', ''γ''<sub>1</sub>, ''γ''<sub>2</sub>)。<ref name=arnold/> |
| <math> | | <math> |
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− | 《数学》
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− | \begin{align}
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− | 开始{ align }
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− | If <math>U_1 \sim \Gamma(\delta_1, 1)</math> and <math>U_2 \sim \Gamma(\delta_2, 1)</math> are independent [[Gamma distribution|Gamma variables]], another construction of a Feller–Pareto (FP) variable is<ref>{{cite book |last=Chotikapanich |first=Duangkamon |title=Modeling Income Distributions and Lorenz Curves |chapter=Chapter 7: Pareto and Generalized Pareto Distributions |date=16 September 2008 |pages=121–22 |isbn=9780387727967 |chapter-url=https://books.google.com/books?id=fUJZZLj1kbwC}}</ref>
| + | If <math>U_1 \sim \Gamma(\delta_1, 1)</math> and <math>U_2 \sim \Gamma(\delta_2, 1)</math> are independent [[Gamma distribution|Gamma variables]], another construction of a Feller–Pareto (FP) variable is<ref>{{cite book |last=Chotikapanich |first=Duangkamon |title=Modeling Income Distributions and Lorenz Curves |chapter=Chapter 7: Pareto and Generalized Pareto Distributions |date=16 September 2008 |pages=121–22 |isbn=9780387727967 |chapter-url=https://books.google.com/books?id=fUJZZLj1kbwC}}</ref> |
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| 如果<math>U_1 \sim \Gamma(\delta_1, 1)</math> 和 <math>U_2 \sim \Gamma(\delta_2, 1)</math>是相互独立的[[伽马分布|伽马变量],Feller-Pareto(FP)变量的另一个构造是<ref>{{cite book |last=Chotikapanich |first=Duangkamon |title=Modeling Income Distributions and Lorenz Curves |chapter=Chapter 7: Pareto and Generalized Pareto Distributions |date=16 September 2008 |pages=121–22 |isbn=9780387727967 |chapter-url=https://books.google.com/books?id=fUJZZLj1kbwC}}</ref> | | 如果<math>U_1 \sim \Gamma(\delta_1, 1)</math> 和 <math>U_2 \sim \Gamma(\delta_2, 1)</math>是相互独立的[[伽马分布|伽马变量],Feller-Pareto(FP)变量的另一个构造是<ref>{{cite book |last=Chotikapanich |first=Duangkamon |title=Modeling Income Distributions and Lorenz Curves |chapter=Chapter 7: Pareto and Generalized Pareto Distributions |date=16 September 2008 |pages=121–22 |isbn=9780387727967 |chapter-url=https://books.google.com/books?id=fUJZZLj1kbwC}}</ref> |