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Benini distribution : ウィキペディア英語版
Benini distribution

-\beta\left()^2} \left(\frac+\frac}}\right) |
cdf =1-e^}-\beta()^2}|
mean =\sigma+\tfrac\left(\tfrac}}}\right)|
mode =|
variance = \left(\sigma^2+\tfrac\left(\tfrac}
In probability, statistics, economics, and actuarial science, the Benini distribution is a continuous probability distribution that is a statistical size distribution often applied to model incomes, severity of claims or losses in actuarial applications, and other economic data.〔A. Sen and J. Silber (2001). ''Handbook of Income Inequality Measurement'', Boston:Kluwer, Section 3: Personal Income Distribution Models.〕 It's tail behavior decays faster than a power law, but not as fast as an exponential. This distribution was introduced by Rodolfo Benini in 1905.〔Benini, R. (1905). I diagrammi a scala logaritmica (a proposito della graduazione per valore delle successioni ereditarie in Italia, Francia e Inghilterra). ''Giornale degli Economisti'', Series II, 16, 222–231.〕 Somewhat later than Benini's original work, the distribution has been independently discovered or discussed by a number of authors.〔See the references in Kleiber and Kotz (2003), p. 236.〕
==Distribution==

The Benini distribution \mathrm(\alpha,\beta,\sigma) is a three parameter distribution, which has cumulative distribution function (cdf)
: F(x) = 1 - \exp\
= 1 - \left(\frac\right)^ \right )}}

where x \geq \sigma, shape parametes α, β > 0, and σ > 0 is a scale parameter. For parsimony Benini〔 considered only the two parameter model (with α = 0), with cdf
: F(x) = 1 - \exp\ =
1 - \left( \frac \right)^.

The density of the two-parameter Benini model is
:
f(x) = \frac \exp\left\ \right) \right )^2 \right\}
\cdot \log\left( \frac \right), \qquad x \geq \sigma > 0.


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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