Por favor utiliza este link para citar o compartir este documento: http://repositoriodigital.academica.mx/jspui/handle/987654321/259669
Título: An Example of a Heavy Tailed Distribution
Palabras clave: Física, Astronomía y Matemáticas
Regular variation
subexponential distributions
heavy tailed distributions
probability of ruin
decreasing hazard rate function
Editorial: Escuela Regional de Matemáticas
Descripción: We study some properties of the distribution function of a random variable of the form X=CD, where C and D are independent random variables. We assume that C is absolutely continuous and limited to a #64257;nite interval, such that its probability density function has de #64257;nite limits at the endpoints of the interval and D is exponentially distributed. We show that the tail function ¯F(.):=1 #8722;F(·)is of regular variation and that the distribution function F is asymptotically equivalent to a log-gamma distribution. Then F can be considered as a heavy tailed distribution. It is also shown that it is contained is an special subclass of the subexponential distributions.
Other Identifiers: http://www.redalyc.org/articulo.oa?id=46800105
Aparece en las Colecciones:Matemáticas: Enseñanza Universitaria

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