Pareto distributions. (2015)

• Record Type: Book
• Further Information: Note: Barry C. Arnold.
• Authors: Arnold, Barry C
• Contents: Historical Sketch with Emphasis on Income Modeling; Introduction; The First Steps; The Modern Era Models for Income Distributions; What Is a Model?; The Law of Proportional Effect (Gibrat); A Markov Chain Model (Champernowne); The Coin Shower (Ericson); An Open Population Model (Rutherford); The Yule Distribution (Simon); Income Determined by Inherited Wealth (Wold-Whittle); The Pyramid (Lydall); Competitive Bidding for Employment (Arnold and Laguna); Other Models; Parametric Families for Fitting Income Distributions Pareto and Related Heavy-Tailed Distributions ; Introduction; The Generalized Pareto Distributions; Distributional Properties; Order Statistics; Record Values; Generalized Order Statistics; Residual Life; Asymptotic Results; Characterizations; Related Distributions; The Discrete Pareto (Zipf) Distribution; Remarks Measures of Inequality ; Apologia for Prolixity; Common Measures of Inequality of Distributions; Inequality Statistics; Inequality Principles and Utility; Optimal Income Distributions Inference for Pareto Distributions ; Introduction; Parameter Estimation; Interval Estimates; Parametric Hypotheses; Tests to Aid in Model Selection; Specialized Techniques for Various Data Configurations; Grouped Data; Inference for Related Distributions Multivariate Pareto Distributions ; Introduction; A Hierarchy of Multivariate Pareto Models; Alternative Multivariate Pareto Distributions; Related Multivariate Models; Pareto and Semi-Pareto Processes; Inference for Multivariate Pareto Distributions; Multivariate Discrete Pareto (Zipf) Distributions Appendix A: Historical Income Data Sources; Appendix B: Two Representative Data Sets; Appendix C: A Quarterly Household Income Data Set References Subject Index; Author Index
• Edition: Second edition
• Publisher Details: Boca Raton : Chapman & Hall/CRC
• Publication Date: 2015
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 339.2015118; Income distribution -- Mathematical models
• Languages: English
• ISBNs: 9781466584853
• Related ISBNs: 9781466584846
• Notes: Note: Description based on CIP data; item not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
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