Fat-tailed distributions: data, diagnostics and dependence

by Cooke, Roger M.

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Title Statements

Full title :Fat-tailed distributions : data, diagnostics and dependence / Roger M. Cooke, Daan Nieboer, Jolanta Misiewicz.

Edition Statements

Publication Date:2014.

Publication Statements

Publisher(s):ISTE, John Wiley and Sons, Inc
Place of Publication:London
Language:eng
Publication Date:2014.

The Physical Object

Description:1 online resource

Edition Identifiers

ISBN:9781119054207, 1119054206, 9781119054191, 1119054192, 9781322393728, 1322393729
oclc:ocn895254837
LC Classification:QA273.6
Dewey Decimal:519.24

Title Page; Copyright; Introduction; 1 Fatness Of Tail; 1.1. Fat tail heuristics; 1.2. History and data; 1.3. Diagnostics for heavy-tailed phenomena; 1.4. Relation to reliability theory; 1.5. Conclusion and overview of the technical chapters; 2 Fundamental Parameters of Antennas; 2.1. Distribution of order statistics; 2.2. Conditional distribution; 2.3. Representations for order statistics; 2.4. Functions of order statistics; 3 Records; 3.1. Standard record value processes; 3.2. Distribution of record values; 3.3. Record times and related statistics; 3.4. k-records.

4 Regularly Varying and Subexponential Distributions4.1. Classes of heavy-tailed distributions; 4.2. Mean excess function; 5 Indices and Diagnostics Of Tail Heaviness; 5.1. Self-similarity; 5.2. The ratio as index; 5.3. The obesity index; 6 Dependence; 6.1. Definition and main properties; 6.2. Isotropic distributions; 6.3. Pseudo-isotropic distributions; Conclusions and Perspectives; Bibliography; Index.

Subjects

Distribution (Probability theory) distribution (statistics-related concep… Distribution (théorie des probabilités) Gestion du risque MATHEMATICS -- Applied MATHEMATICS -- Probability & Statistics Probabilités Probabilities PROBABILITY Risk management