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Lomax distribution : ウィキペディア英語版
Lomax distribution
\right]^
| cdf = 1- \left() - 1)
| mode = 0
| variance = \text \alpha > 2
\infty \text 1 < \alpha \le 2
Otherwise undefined
| skewness =\frac\,\sqrt}\text\alpha>3\,
| kurtosis =\frac\text\alpha>4\,
| entropy =
| mgf =
| char =
}}
The Lomax distribution, conditionally also called the Pareto Type II distribution, is a heavy-tail probability distribution often used in business, economics, and actuarial modeling.〔Lomax, K. S. (1954) "Business Failures; Another example of the analysis of failure data". ''Journal of the American Statistical Association'', 49, 847–852. 〕〔Johnson, N.L., Kotz, S., Balakrishnan, N. (1994) ''Continuous Univariate Distributions, Volume 1'', 2nd Edition, Wiley. ISBN 0-471-58495-9 (pages 575, 602)〕 It is named after K. S. Lomax. It is essentially a Pareto distribution that has been shifted so that its support begins at zero.〔Van Hauwermeiren M and Vose D (2009). ('' A Compendium of Distributions'' ) (). Vose Software, Ghent, Belgium. Available at www.vosesoftware.com. Accessed 07/07/11〕
== Characterization ==


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