A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application

2019 ◽  
Vol 47 (12) ◽  
pp. 2097-2119
Author(s):  
Mustafa Ç. Korkmaz
Keyword(s):  
Bounded Interval ◽  
Heavy Tailed Distribution ◽  
Slash Distribution ◽  
Heavy Tailed

scholarly journals A Bias-Reduced Estimator for the Mean of a Heavy-Tailed Distribution with an Infinite Second Moment

2012 ◽  
Author(s):  
Brahim Brahimi ◽  
Djamel Meraghni ◽  
Necir Abdelhakim ◽  
Yahia Djabrane
Keyword(s):  
Second Moment ◽  
Heavy Tailed Distribution ◽  
The Mean ◽  
Heavy Tailed

scholarly journals A New Right-Skewed Upside Down Bathtub Shaped Heavy-tailed Distribution and its Applications

2021 ◽  
Vol 19 (1) ◽  
Author(s):  
Sandeep Kumar Maurya ◽  
Sanjay K Singh ◽  
Umesh Singh
Keyword(s):  
Maximum Likelihood ◽  
Real Data ◽  
Statistical Properties ◽  
New Right ◽  
Data Sets ◽  
Proposed Model ◽  
Heavy Tailed Distribution ◽  
Heavy Tailed

A one parameter right skewed, upside down bathtub type, heavy-tailed distribution is derived. Various statistical properties and maximum likelihood approaches for estimation purpose are studied. Five different real data sets with four different models are considered to illustrate the suitability of the proposed model.

Heavy-tailed distributions for building stock data

2018 ◽  
Vol 46 (7) ◽  
pp. 1281-1296 ◽  
Author(s):  
Patrick Erik Bradley ◽  
Martin Behnisch
Keyword(s):  
Power Law ◽  
Building Stock ◽  
Underlying Distribution ◽  
Large Cities ◽  
Statistical Framework ◽  
Heavy Tailed Distributions ◽  
Heavy Tailed Distribution ◽  
Event Histories ◽  
Heavy Tailed ◽  
Log Normal

The question of inferring the owner of a set of building stocks (e.g. from which country the buildings are taken) from building-related quantities like number of buildings or types of building event histories necessitates the knowledge of their distributions in order to compare them. If the distribution function is a power law, then a version of the 80/20 rule can be applied to describe the variable. This distribution is an example of a heavy-tailed distribution; another example is the log-normal distribution. Heavy-tailed distributions have the property that studying the effects of the few large values already yields most of the overall effect of the whole quantity. For example, if reducing the CO2 emissions of the buildings of a country is the issue, then in case of a heavy-tailed distribution, only the effects of the relatively few large cities need to be considered. It is shown that the number of buildings in German municipalities or counties or the number of building-related event histories of a certain vanished building stock follow a heavy-tailed distribution and give evidence for the type of underlying distribution. The methodology used is a recent statistical framework for discerning power law and other heavy-tailed distributions in empirical data.

scholarly journals RPM-Oriented Query Rewriting Framework for E-commerce Keyword-Based Sponsored Search (Student Abstract)

2020 ◽  
Vol 34 (10) ◽  
pp. 13769-13770
Author(s):  
Xiuying Chen ◽  
Daorui Xiao ◽  
Shen Gao ◽  
Guojun Liu ◽  
Wei Lin ◽  
...  
Keyword(s):  
Statistical Models ◽  
Large Scale ◽  
Query Rewriting ◽  
Sponsored Search ◽  
Search System ◽  
Oriented Sample ◽  
Search Models ◽  
Proposed Model ◽  
Heavy Tailed Distribution ◽  
Heavy Tailed

Sponsored search optimizes revenue and relevance, which is estimated by Revenue Per Mille (RPM). Existing sponsored search models are all based on traditional statistical models, which have poor RPM performance when queries follow a heavy-tailed distribution. Here, we propose an RPMoriented Query Rewriting Framework (RQRF) which outputs related bid keywords that can yield high RPM. RQRF embeds both queries and bid keywords to vectors in the same implicit space, converting the rewriting probability between each query and keyword to the distance between the two vectors. For label construction, we propose an RPM-oriented sample construction method, labeling keywords based on whether or not they can lead to high RPM. Extensive experiments are conducted to evaluate performance of RQRF. In a one month large-scale real-world traffic of e-commerce sponsored search system, the proposed model significantly outperforms traditional baseline.

scholarly journals Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory

2005 ◽  
Vol 42 (01) ◽  
pp. 153-162 ◽  
Author(s):  
Christian Y. Robert
Keyword(s):  
Random Walk ◽  
Stopping Time ◽  
Random Variables ◽  
Risk Theory ◽  
Heavy Tailed Distribution ◽  
Negative Drift ◽  
Heavy Tailed ◽  
Independent And Identically Distributed

Let (Y n , N n ) n≥1 be independent and identically distributed bivariate random variables such that the N n are positive with finite mean ν and the Y n have a common heavy-tailed distribution F. We consider the process (Z n ) n≥1 defined by Z n = Y n - Σ n-1, where It is shown that the probability that the maximum M = max n≥1 Z n exceeds x is approximately as x → ∞, where F' := 1 - F. Then we study the integrated tail of the maximum of a random walk with long-tailed increments and negative drift over the interval [0, σ], defined by some stopping time σ, in the case in which the randomly stopped sum is negative. Finally, an application to risk theory is considered.

scholarly journals A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment

2013 ◽  
Vol 143 (6) ◽  
pp. 1064-1081 ◽  
Author(s):  
Brahim Brahimi ◽  
Djamel Meraghni ◽  
Abdelhakim Necir ◽  
Djabrane Yahia
Keyword(s):  
Second Moment ◽  
Heavy Tailed Distribution ◽  
The Mean ◽  
Heavy Tailed
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