General affine transform families: why is the Pareto an exponential transform? (Q1880329)
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scientific article; zbMATH DE number 2101669
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| English | General affine transform families: why is the Pareto an exponential transform? |
scientific article; zbMATH DE number 2101669 |
Statements
General affine transform families: why is the Pareto an exponential transform? (English)
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22 September 2004
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The general affine transform of random variables is studied. It is shown how the general affine transform representation can be obtained from the distribution function. The general theory is used to explain why the Pareto and other heavy-tailed distributions are considered as general location transforms from an exponential distribution.
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location-scale transform
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Efron transform
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heavy-tailed distributions
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simulation
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confidence interval
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0.8270342946052551
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0.739264965057373
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0.7345973253250122
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0.7235353589057922
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0.7133996486663818
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