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  2. Multi-objective optimization - Wikipedia

    en.wikipedia.org/wiki/Multi-objective_optimization

    Multi-objective optimization or Pareto optimization (also known as multi-objective programming, vector optimization, multicriteria optimization, or multiattribute optimization) is an area of multiple-criteria decision making that is concerned with mathematical optimization problems involving more than one objective function to be optimized simultaneously.

  3. Pareto front - Wikipedia

    en.wikipedia.org/wiki/Pareto_front

    Point C is not on the Pareto frontier because it is dominated by both point A and point B. Points A and B are not strictly dominated by any other, and hence lie on the frontier. A production-possibility frontier. The red line is an example of a Pareto-efficient frontier, where the frontier and the area left and below it are a continuous set of ...

  4. Generalized Pareto distribution - Wikipedia

    en.wikipedia.org/wiki/Generalized_Pareto...

    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

  5. 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 ...

  6. Multivariate Pareto distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_Pareto...

    In statistics, a multivariate Pareto distribution is a multivariate extension of a univariate Pareto distribution. [1] There are several different types of univariate Pareto distributions including Pareto Types I−IV and Feller−Pareto. [2] Multivariate Pareto distributions have been defined for many of these types.

  7. Pareto interpolation - Wikipedia

    en.wikipedia.org/wiki/Pareto_interpolation

    Pareto interpolation is a method of estimating the median and other properties of a population that follows a Pareto distribution. It is used in economics when analysing the distribution of incomes in a population, when one must base estimates on a relatively small random sample taken from the population.

  8. 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.

  9. Mazziotta–Pareto index - Wikipedia

    en.wikipedia.org/wiki/Mazziotta–Pareto_index

    The Mazziotta–Pareto index (MPI) is a composite index [1] (OECD, 2008 [2]) for summarizing a set of individual indicators that are assumed to be not fully substitutable. [3] It is based on a non-linear function which, starting from the arithmetic mean of the normalized indicators, introduces a penalty for the units with unbalanced values of the indicators (De Muro et al., 2011 [4]).