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Date: 24-3-2021
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Date: 16-3-2021
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Date: 14-3-2021
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The distribution with probability density function and distribution function
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(1) |
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(2) |
defined over the interval .
It is implemented in the Wolfram Language as ParetoDistribution[k, alpha].
The th raw moment is
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(3) |
for , giving the first few as
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(4) |
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(5) |
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(6) |
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(7) |
The th central moment is
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(8) |
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(9) |
for and where
is a gamma function,
is a regularized hypergeometric function, and
is a beta function, giving the first few as
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(10) |
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(11) |
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(12) |
The mean, variance, skewness, and kurtosis excess are therefore
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(13) |
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(14) |
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(15) |
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(16) |
REFERENCES:
von Seggern, D. CRC Standard Curves and Surfaces. Boca Raton, FL: CRC Press, p. 252, 1993.
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