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  2. Pareto distribution - Wikipedia

    en.wikipedia.org/wiki/Pareto_distribution

    The Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto, [2] is a power-law probability distribution that is used in description of social, quality control, scientific, geophysical, actuarial, and many other types of observable phenomena; the principle originally applied to describing the distribution of wealth in a society, fitting the trend ...

  3. Generalized Pareto distribution - Wikipedia

    en.wikipedia.org/.../Generalized_Pareto_distribution

    In statistics, the generalized Pareto distribution (GPD) is a family of continuous probability distributions.It is often used to model the tails of another distribution. It is specified by three parameters: location , scale , and shape

  4. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The Dirichlet distribution, a generalization of the beta distribution. The Ewens's sampling formula is a probability distribution on the set of all partitions of an integer n, arising in population genetics. The Balding–Nichols model; The multinomial distribution, a generalization of the binomial distribution.

  5. Power law - Wikipedia

    en.wikipedia.org/wiki/Power_law

    Please keep in mind that power-law distributions are also called Pareto-type distributions.) It is assumed here that a random sample is obtained from a probability distribution, and that we want to know if the tail of the distribution follows a power law (in other words, we want to know if the distribution has a "Pareto tail").

  6. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    A discrete probability distribution is the probability distribution of a random variable that ... rather than finding a closed formula for it. ... Pareto distribution

  7. Zipf–Mandelbrot law - Wikipedia

    en.wikipedia.org/wiki/Zipf–Mandelbrot_law

    In probability theory and statistics, the Zipf–Mandelbrot law is a discrete probability distribution.Also known as the Pareto–Zipf law, it is a power-law distribution on ranked data, named after the linguist George Kingsley Zipf, who suggested a simpler distribution called Zipf's law, and the mathematician Benoit Mandelbrot, who subsequently generalized it.

  8. Zipf's law - Wikipedia

    en.wikipedia.org/wiki/Zipf's_law

    In mathematical statistics, the concept has been formalized as the Zipfian distribution: A family of related discrete probability distributions whose rank-frequency distribution is an inverse power law relation. They are related to Benford's law and the Pareto distribution. Some sets of time-dependent empirical data deviate somewhat from Zipf's ...

  9. Stable distribution - Wikipedia

    en.wikipedia.org/wiki/Stable_distribution

    Not every function is the characteristic function of a legitimate probability distribution ... ] who noticed that a certain integral formula [24] ... Pareto distribution;