Author:
Buddana Amrutha,Kozubowski Tomasz J.
Abstract
AbstractWe review several common discretization schemes and study a particular class of power-tail probability distributions on integers, obtained by discretizing continuous Pareto II (Lomax) distribution through one of them. Our results include expressions for the density and cumulative distribution functions, probability generating function, moments and related parameters, stability and divisibility properties, stochastic representations, and limiting distributions of random sums with discrete-Pareto number of terms. We also briefly discuss issues of simulation and estimation and extensions to multivariate setting.
Funder
European Union's Seventh Framework Programme for research, technological development and demonstration
Cited by
20 articles.
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