Fat-tailed distributions : data, diagnostics and dependence /

• Main Authors: Cooke, Roger M., 1946- (Author), Nieboer, Daan (Author), Misiewicz, Jolanta (Author)
• Format: eBook
• Language: English
• Published: London : Hoboken, NJ : ISTE ; John Wiley and Sons, Inc., 2014.
• Series: Mathematical models and methods in reliability set ; v. 1.
• Subjects: Distribution (Probability theory); Probabilities.; Risk management.; MATHEMATICS > Applied.; MATHEMATICS > Probability & Statistics > General.; Electronic books.

Table of Contents:

• Title Page; Copyright; Introduction; 1 Fatness Of Tail; 1.1. Fat tail heuristics; 1.2. History and data; 1.3. Diagnostics for heavy-tailed phenomena; 1.4. Relation to reliability theory; 1.5. Conclusion and overview of the technical chapters; 2 Fundamental Parameters of Antennas; 2.1. Distribution of order statistics; 2.2. Conditional distribution; 2.3. Representations for order statistics; 2.4. Functions of order statistics; 3 Records; 3.1. Standard record value processes; 3.2. Distribution of record values; 3.3. Record times and related statistics; 3.4. k-records
• 4 Regularly Varying and Subexponential Distributions4.1. Classes of heavy-tailed distributions; 4.2. Mean excess function; 5 Indices and Diagnostics Of Tail Heaviness; 5.1. Self-similarity; 5.2. The ratio as index; 5.3. The obesity index; 6 Dependence; 6.1. Definition and main properties; 6.2. Isotropic distributions; 6.3. Pseudo-isotropic distributions; Conclusions and Perspectives; Bibliography; Index