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\textx\ge x_m | cdf = | mean = | median = | mode = | variance = | skewness = | kurtosis = | entropy = | mgf = | char = | fisher = }} The Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto, is a power law probability distribution that is used in description of social, scientific, geophysical, actuarial, and many other types of observable phenomena. ==Definition== If ''X'' is a random variable with a Pareto (Type I) distribution, then the probability that ''X'' is greater than some number ''x'', i.e. the survival function (also called tail function), is given by : where ''x''m is the (necessarily positive) minimum possible value of ''X'', and α is a positive parameter. The Pareto Type I distribution is characterized by a scale parameter ''x''m and a shape parameter α, which is known as the ''tail index''. When this distribution is used to model the distribution of wealth, then the parameter α is called the Pareto index. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Pareto distribution」の詳細全文を読む スポンサード リンク
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