Prof. Barry C. Arnold學術專題演講(113/10/17)

  • 2024-10-17
  • 楊文敏
國立政治大學統計學系
學  術  演  講

主講人：Prof. Barry C. Arnold, University of California, Riverside, USA.
題      目：Flexible bivariate Pareto models
時      間：民國113年10月17日 (星期四) 下午4：00 
地      點：國立政治大學商學院261145教室
摘      要：
             The Pareto distribution has long been recognized as a suitable model for many non-negative socio-economic variables. Univariate and multivariate variations abound.  Some unification is possible by representing the Pareto variables in terms of independent gamma distributed components. In some cases, inference strategies can be developed to take advantage of the stochastic representations in terms of gamma components. In the case of the basic (classical) Pareto model, a variety of estimation strategies can be implemented.