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We investigate the relation between moments and tails of heavy-tailed (in particular, Pareto-type) distributions. We also discuss the sharpness of our results in a number of examples under certain regularity conditions like log-convexity.…

Probability · Mathematics 2024-10-30 Paul Buterus , Holger Sambale

Modelling excesses over a high threshold using the Pareto or generalized Pareto distribution (PD/GPD) is the most popular approach in extreme value statistics. This method typically requires high thresholds in order for the (G)PD to fit…

Statistics Theory · Mathematics 2009-01-13 Jan Beirlant , Elisabeth Joossens , Johan Segers

I discuss recent developments in the determination of parton distributions from global fits. I concentrate on the errors associated with these parton distributions and with the physical quantities which are determined in terms of them. I…

High Energy Physics - Phenomenology · Physics 2007-05-23 R. S. Thorne

This paper discusses the use of fat-tailed distributions in catastrophe prediction as opposed to the more common use of the Normal Distribution.

Other Computer Science · Computer Science 2011-11-09 Louis Mello

Peaks-over-threshold analysis using the generalized Pareto distribution is widely applied in modelling tails of univariate random variables, but much information may be lost when complex extreme events are studied using univariate results.…

Methodology · Statistics 2022-01-14 Raphaël de Fondeville , Anthony C. Davison

Gradually Truncated Power law distribution - Citation of scientists Hari M. Gupta, Jose R. Campanha and Bianca A. Ferrari Unesp - Physics Dpto. - Rio Claro Sao Paulo - Brazil Abstract The number of times, a scientist is cited in other…

Statistical Mechanics · Physics 2007-05-23 Hari M. Gupta , Jose R. Campanha , Bianca A. Ferrari

Using the StarTrack population synthesis code we compute the distribution of masses of merging compact object (black hole or neutron star) binaries. The shape of the mass distribution is sensitive to some of the parameters governing the…

Astrophysics · Physics 2009-11-07 T. Bulik , K. Belczynski , V. Kalogera

Recent studies of cluster distribution in various ecosystems revealed Pareto statistics for the size of spatial colonies. These results were supported by cellular automata simulations that yield robust criticality for endogenous pattern…

Populations and Evolution · Quantitative Biology 2008-10-07 Alon Manor , Nadav M. Shnerb

We introduce and study a notion of directional Pareto minimality with respect to a set that generalizes the classical concept of Pareto efficiency. Then we give separate necessary and sufficient conditions for the newly introduced…

Optimization and Control · Mathematics 2018-08-29 Teodor Chelmuş , Marius Durea , Elena-Andreea Florea

In some fields of applications of stable distributions, especially in economics, it appears, that data have distributions similar to stable in a large region, but do not have such heavy tails. Our aim in this note is to propose several…

Probability · Mathematics 2014-03-17 Lenka Slámová , Lev B. Klebanov

Statistical models of economic distributions lead to Boltzmann distributions rather than a Pareto power law. This result is supported by two facts: 1. the distributions of income, car sales, marriages or jobs are a matter of chances and…

Statistical Mechanics · Physics 2008-12-02 J. Mimkes , Th. Fruend , G. Willis

Elliptically contoured distributions can be considered to be the distributions for which the contours of the density functions are proportional ellipsoids. We generalize elliptically contoured densities to ``star-shaped distributions'' with…

Statistics Theory · Mathematics 2008-08-17 Hidehiko Kamiya , Akimichi Takemura , Satoshi Kuriki

The statistical methods used in deriving physics results in the BaBar collaboration are reviewed, with especial emphasis on areas where practice is not uniform in particle physics.

Data Analysis, Statistics and Probability · Physics 2019-08-14 Frank C. Porter

The aim of this paper is to describe new statistical methods for determination of the correlations among and distributions of physical parameters from a multivariate data with general and arbitrary truncations and selection biases. These…

Astrophysics · Physics 2007-05-23 Vahe' Petrosian

The derivation of the maximum entropy distribution of particles in boxes yields two kinds of distributions: a "bell-like" distribution and a long-tail distribution. The first one is obtained when the ratio between particles and boxes is…

Discrete Mathematics · Computer Science 2009-07-29 Oded Kafri

We develop a general framework to analyze the distribution functions of wealth and income. Within this framework we study wealth distribution in a society by using a model which turns on two-party trading for poor people while for rich…

Statistical Mechanics · Physics 2008-12-02 Arnab Das , Sudhakar Yarlagadda

We present a mathematical method to statistically decouple the effects of unknown inclination angles on the mass distribution of exoplanets that have been discovered using radial-velocity techniques. The method is based on the distribution…

Earth and Planetary Astrophysics · Physics 2015-06-05 S. Lopez , J. S. Jenkins

We use the fitted Pareto law to construct an accompanying approximation of the excess distribution function. A selection rule of the location of the excess distribution function is proposed based on a stagewise lack-of-fit testing…

Statistics Theory · Mathematics 2008-08-08 Ion Grama , Vladimir Spokoiny

In this talk an introduction to generalized parton distributions is given. Recent developments are shortly reviewed, including non-perturbative calculations, phenomenological aspects and evaluation of higher order perturbative and power…

High Energy Physics - Phenomenology · Physics 2015-06-25 D. Müller

We briefly describe different astrophysical applications of a population synthesis method. In some details we discuss the population synthesis of close binary systems and of isolated neutron stars.

Astrophysics · Physics 2008-11-26 S. B. Popov , M. E. Prokhorov
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