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Abstract Details
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Activity Number:
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30
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Type:
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Contributed
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Date/Time:
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Sunday, July 29, 2012 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #305505 |
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Title:
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A Mixture Truncated Pareto Distribution
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Author(s):
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Mei Ling Huang*+ and Vincenzo Coia and Percy Brill
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Companies:
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Brock University and Brock University and University of Windsor
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Address:
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Dept of Mathematics, St. Catharines, ON, L2S 3A1, Canada
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Keywords:
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Heavy Tailed Distributions ;
Goodness-of-fit tests ;
Order Statistics ;
Truncated Pareto Distribution ;
Cluster
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Abstract:
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Heavy tailed distributions have many applications in the real world. The Pareto distribution is very popular. The tail distribution is important but the threshold of the distribution is difficult to determine. We propose a mixture truncated Pareto distribution (MTPD). This study leads us to construct a cluster Pareto distribution (CPD) estimation method. The paper studies a real world example which utilized the MTPD. The results of goodness of fit tests show that the MTPD and the cluster estimation method produce very good fitting distributions with real world data.
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