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| ====Pareto types I–IV==== | | ====Pareto types I–IV==== |
| + | {|class="wikitable" border="1" |
| + | |+Pareto distributions |
| + | ! !! <math> \overline{F}(x)=1-F(x)</math> !! Support !! Parameters |
| + | |- |
| + | | Type I |
| + | || <math>\left[\frac x \sigma \right]^{-\alpha}</math> |
| + | || <math>x \ge \sigma</math> |
| + | || <math>\sigma > 0, \alpha</math> |
| + | |- |
| + | | Type II |
| + | || <math>\left[1 + \frac{x-\mu} \sigma \right]^{-\alpha}</math> |
| + | || <math>x \ge \mu</math> |
| + | || <math>\mu \in \mathbb R, \sigma > 0, \alpha</math> |
| + | |- |
| + | | Lomax |
| + | || <math>\left[1 + \frac x \sigma \right]^{-\alpha}</math> |
| + | || <math>x \ge 0</math> |
| + | || <math>\sigma > 0, \alpha</math> |
| + | |- |
| + | | Type III |
| + | || <math>\left[1 + \left(\frac{x-\mu} \sigma \right)^{1/\gamma}\right]^{-1} </math> |
| + | || <math>x \ge \mu</math> |
| + | || <math> \mu \in \mathbb R, \sigma, \gamma > 0</math> |
| + | |- |
| + | | Type IV |
| + | || <math>\left[1 + \left(\frac{x-\mu} \sigma \right)^{1/\gamma}\right]^{-\alpha}</math> |
| + | || <math>x \ge \mu</math> |
| + | || <math>\mu \in \mathbb R, \sigma, \gamma > 0, \alpha</math> |
| + | |- |
| + | |- |
| + | |} |
| + | |
| + | 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> |
| + | ::<math> P(IV)(\mu, \sigma, 1, \alpha) = P(II)(\mu, \sigma, \alpha),</math> |
| + | ::<math> P(IV)(\mu, \sigma, \gamma, 1) = P(III)(\mu, \sigma, \gamma).</math> |
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− | | Type II
| + | 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
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| 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). |