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添加1,572字节 、 2020年9月9日 (三) 18:27
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====Pareto types I–IV====
 
====Pareto types I–IV====
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{|class="wikitable" border="1"
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|+Pareto distributions
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! !! <math> \overline{F}(x)=1-F(x)</math> !! Support !! Parameters
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|-
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| Type I
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|| <math>\left[\frac x \sigma \right]^{-\alpha}</math>
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|| <math>x \ge \sigma</math>
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|| <math>\sigma > 0, \alpha</math>
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|-
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| Type II
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|| <math>\left[1 + \frac{x-\mu} \sigma \right]^{-\alpha}</math>
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|| <math>x \ge \mu</math>
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|| <math>\mu \in \mathbb R, \sigma > 0, \alpha</math>
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|-
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| Lomax
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|| <math>\left[1 + \frac x \sigma \right]^{-\alpha}</math>
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|| <math>x \ge 0</math>
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|| <math>\sigma > 0, \alpha</math>
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|-
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| Type III
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|| <math>\left[1 + \left(\frac{x-\mu} \sigma \right)^{1/\gamma}\right]^{-1} </math>
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|| <math>x \ge \mu</math>
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|| <math> \mu \in \mathbb R, \sigma, \gamma > 0</math>
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|-
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| Type IV
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|| <math>\left[1 + \left(\frac{x-\mu} \sigma \right)^{1/\gamma}\right]^{-\alpha}</math>
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|| <math>x \ge \mu</math>
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|| <math>\mu \in \mathbb R, \sigma, \gamma > 0, \alpha</math>
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|-
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|-
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|}
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The shape parameter ''α'' is the [[tail index]], ''μ'' is location, ''σ'' is scale, ''γ'' is an inequality parameter. Some special cases of Pareto Type (IV) are
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::<math> P(IV)(\sigma, \sigma, 1, \alpha) = P(I)(\sigma, \alpha),</math>
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::<math> P(IV)(\mu, \sigma, 1, \alpha) = P(II)(\mu, \sigma, \alpha),</math>
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::<math> P(IV)(\mu, \sigma, \gamma, 1) = P(III)(\mu, \sigma, \gamma).</math>
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| Type II
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The finiteness of the mean, and the existence and the finiteness of the variance depend on the tail index ''α'' (inequality index ''γ''). In particular, fractional ''δ''-moments are finite for some ''δ'' > 0, as shown in the table below, where ''δ'' is not necessarily an integer.
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| 第二类
      
The Pareto distribution hierarchy is summarized in the next table comparing the [[survival function]]s (complementary CDF).
 
The Pareto distribution hierarchy is summarized in the next table comparing the [[survival function]]s (complementary CDF).
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