RARE EVENT MODEL SIMULATION FOR HEAVY TAILED DISTRIBUTION
| dc.contributor.author | Devianto, Dodi | |
| dc.date.accessioned | 2012-11-10T03:40:23Z | |
| dc.date.available | 2012-11-10T03:40:23Z | |
| dc.date.issued | 2012-11-09 | |
| dc.description.abstract | It is shown that the sum of rare event random variable X„j generated from generalization of negative binomial distribution in the scheme of infinitesimal system of ^ = {{^„y}y=i2 n) converges to a kind of stable distribution with skewed property and heavy tailed. The sum of random variables X„j show a good s h ^ to figure out a rare event phenomenon where most of fail events have high probability concentrated around random variables zero, and the remainders (success events) have veiy low probability to appear. | en_US |
| dc.identifier.isbn | 978-979-1222-95-2 | |
| dc.identifier.other | wahyu sari yeni | |
| dc.identifier.uri | https://repository.unri.ac.id/xmlui/handle/123456789/443 | |
| dc.language.iso | en | en_US |
| dc.subject | rare event | en_US |
| dc.subject | skewed distribution | en_US |
| dc.subject | heavy tailed distribution | en_US |
| dc.subject | stable distribution | en_US |
| dc.subject | generalization of negative binomial distributio | en_US |
| dc.title | RARE EVENT MODEL SIMULATION FOR HEAVY TAILED DISTRIBUTION | en_US |
| dc.type | Article | en_US |
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