{"entities":{"Q1775992":{"pageid":1786734,"ns":120,"title":"Item:Q1775992","lastrevid":48487051,"modified":"2026-01-04T23:39:47Z","type":"item","id":"Q1775992","labels":{"en":{"language":"en","value":"Estimating the mean of heavy-tailed distributions"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2169511"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1775992$4C6B8B22-8DFD-4B61-B480-47F98A260012","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a907d16690536feb984ce2c909e36f302d33e702","datavalue":{"value":{"text":"Estimating the mean of heavy-tailed distributions","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1775992$71ECAB6E-D104-41BD-9D86-DB33D9EB1ECE","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"e9c247f43d4bcaced3dc0ea0a47f7f23e03aebdb","datavalue":{"value":"1063.62073","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1775992$0755ACCA-0FAD-4B8F-9F79-958260D7D8A7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"aabfffe5bdf68eafd822757140d6d49ef031acf1","datavalue":{"value":{"entity-type":"item","numeric-id":1775991,"id":"Q1775991"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1775992$0CCA98E2-A80D-4040-8834-6117958E4109","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"88739480b1b569c4cc5fa77f7c8c776869d34476","datavalue":{"value":{"entity-type":"item","numeric-id":73763,"id":"Q73763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1775992$AFA5320C-04FF-4058-B467-B1B31D9D014E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"df3b590d9edae7ef06862f3d803ab57ea4760b6f","datavalue":{"value":{"time":"+2005-05-20T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1775992$4B388395-008F-4190-86B5-54E0AE462B98","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"0d209a951e1be7da9fcb717a1d508ddf8a80935b","datavalue":{"value":"For i.i.d. observations \\(X=(X_1,\\dots,X_n)\\) with CDF  \\[  F(x)=1-cx^{-1/\\xi}(1+x^{-\\delta}L(x))  \\]  (\\(L\\) being a slowly varying function) the problem of mean \\({\\mathbf E}X_1\\) estimation is considered in the case \\(\\xi\\in(1/2,1)\\). (For \\(\\xi\\in (0,1/2)\\) the sample mean is an asymptotically normal estimate of \\({\\mathbf E}X_1\\), for \\(\\xi>1\\) the mean doesn't exist). The author considers an estimate  \\[  \\widehat E=\\int_0^{u_n}x\\,dF_n(x)+\\int_{u_n}^\\infty x\\,d\\widehat F(x),  \\]  where \\(F_n(x)\\) is the empirical CDF evaluated by \\(X\\) and \\(\\widehat F\\) is an estimate of the tail of \\(F\\). The tail estimation based on the Pareto approximation leads to the estimator  \\[  \\widehat M= n^{-1} \\sum_{i=1}^nX_i{\\mathbf 1}_{\\{X_i\\leq u\\}} +\\widehat p_n(u_n+\\widehat\\beta_n/(1-\\widehat\\xi_n)),  \\]  where \\(\\widehat p=1-F_n(u_n)\\), \\(\\widehat\\xi_n\\) is an estimate of \\(\\xi\\) and \\(\\widehat\\beta_n\\) is an estimate of \\(u_n\\xi\\) (possibly different from \\(u_n\\widehat\\xi_n\\)). The asymptotic normality of \\(\\widehat M\\) is demonstrated. Results of simulations are presented. Applications to telecommunication data are considered.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1775992$BD477852-A5AD-441E-87D2-6EB9B21B73F8","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e29b15f2aeb7b01c8410df83f5201d00a1a10d57","datavalue":{"value":"62G32","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1775992$4669AB46-94BF-437B-ABE5-37296BEBE90D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"75e7eccefc17ce742c2b1ddc700b3ca228980abd","datavalue":{"value":"62F12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1775992$CCBCB445-5488-4347-8C0F-F3F8236298F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e91f303795c91a4b05320ceb841642d986dc5c77","datavalue":{"value":"62F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1775992$4AAD13BD-5239-4EA6-A733-7FACAA4FE556","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"55d807f9b8304fc165eb4729c917de7e256296ef","datavalue":{"value":"62P30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1775992$24A6372D-38C5-4FC8-80D8-69B62C9386D7","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"0dbb43ed319da76b1e09a212e461ffd0fde03035","datavalue":{"value":"2169511","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1775992$9B512359-9142-49DA-907F-D6CCE67C7E7F","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"157b5bb591476d0b24ec8089d483d29f8694ac5b","datavalue":{"value":"Pareto distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q1775992$C8505C8B-8A50-484D-8F0D-3BE00754816E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e9944bbe4a4c6399f5b9c484641d19ae5a9f344f","datavalue":{"value":"Pareto approximation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1775992$901FB5A3-7CAA-44F8-8995-F0425ADE7700","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fdd4163f74d4d9a5878ff08343fde0db92bb9bae","datavalue":{"value":"asymptotic normality","type":"string"},"datatype":"string"},"type":"statement","id":"Q1775992$E98E351B-0229-4094-92AE-C4A30654DDEF","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1775992$7DB965BD-DDB2-4A4A-8189-A773C9AC57CF","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"4e8536ac194f9bbb02f0f14b03b783db82b6e57a","datavalue":{"value":"https://doi.org/10.1023/b:extr.0000025668.95782.3d","type":"string"},"datatype":"url"},"type":"statement","id":"Q1775992$938312E7-A7A1-4449-875C-A11348B2E50E","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"6e9f6882bdb2939e1bfd5fc3a8092cc185ba25fa","datavalue":{"value":"W2066831115","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1775992$33FA7CE3-87FF-42FF-8433-227CAF675BB0","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"4983ba9d26f35986e70372f21fec9789dde49b15","datavalue":{"value":"10.1023/B:EXTR.0000025668.95782.3D","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1775992$5D9D6436-6ED7-4264-854B-F8C384297996","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"adea45515bf838bb2fbd7822d6cde3aed2ae4917","datavalue":{"value":{"entity-type":"item","numeric-id":5937048,"id":"Q5937048"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7d24baa37f1416b554aadefbdccc263bf4972504","datavalue":{"value":{"amount":"+0.8864506483078003","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1775992$D3D3A457-E337-4A15-AD40-458962AF854C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0817ee36b960568f1dcf0b771419a56e0986ac6c","datavalue":{"value":{"entity-type":"item","numeric-id":1883277,"id":"Q1883277"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e8833e5ecd628355dc39681cdac597624ea01833","datavalue":{"value":{"amount":"+0.8270290493965149","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1775992$9F8CFAA7-2D38-4C42-AD1E-22E43FAC923C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"278bd668e1c547186ef64cad1f5255e027374f49","datavalue":{"value":{"entity-type":"item","numeric-id":3433267,"id":"Q3433267"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e2c7404c64554cbaf6d3072dc389c8801f17d554","datavalue":{"value":{"amount":"+0.8119850158691406","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1775992$7AE94872-81D8-4FF4-9B5A-033A96D3452E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e400abe37c7bdd7c3305450449821e1426f779d3","datavalue":{"value":{"entity-type":"item","numeric-id":1374215,"id":"Q1374215"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7d90d71e53e9a0cfc3885940a7bc02d632e6e577","datavalue":{"value":{"amount":"+0.8050854206085205","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1775992$AAF3F331-AA16-466B-9810-8FF2C6CF56D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ae0240c0a9b07bad63ca1b7958eeae1cdf615537","datavalue":{"value":{"entity-type":"item","numeric-id":1948171,"id":"Q1948171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7d90d71e53e9a0cfc3885940a7bc02d632e6e577","datavalue":{"value":{"amount":"+0.8050854206085205","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1775992$1D8F32B4-B01A-4D03-BED4-44C2F4098EFE","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1775992","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1775992"}}}}}