Heavy-tailed distribution: Probability theory, Probability distribution, Exponential distribution, Log-normal distribution, Random variable, Cumulative distribution function - Softcover

 
9786132647481: Heavy-tailed distribution: Probability theory, Probability distribution, Exponential distribution, Log-normal distribution, Random variable, Cumulative distribution function

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In probability theory, heavy-tailed distributions are probability distributions whose tails are not exponentially bounded: that is, they have heavier tails than the exponential distribution. In many applications it is the right tail of the distribution that is of interest, but a distribution may have a heavy left tail, or both tails may be heavy. There are two important subclasses of heavy-tailed distributions, the long-tailed distributions and the subexponential distributions. In practice, all commonly used heavy-tailed distributions belong to the subexponential class.

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Reseña del editor

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In probability theory, heavy-tailed distributions are probability distributions whose tails are not exponentially bounded: that is, they have heavier tails than the exponential distribution. In many applications it is the right tail of the distribution that is of interest, but a distribution may have a heavy left tail, or both tails may be heavy. There are two important subclasses of heavy-tailed distributions, the long-tailed distributions and the subexponential distributions. In practice, all commonly used heavy-tailed distributions belong to the subexponential class.

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