 |
 |
-----BEGIN PGP SIGNED MESSAGE----- sorry for posting it for the third time, I must be that stupid, I did my best to translate it to English, but I haven't paid enough attention to the formulae I wrote ... should read .... 1-F(x)=c*x^(-a)+o(x^(-a)) when x tends to infinity. question is still "How can I estimate "a" ?" Regards, (Наилучшие пожелания) Ilia Chipitsine (Илья Шипицин) - ---------- Forwarded message ---------- Date: Wed, 22 Dec 1999 21:28:17 +0500 (ES) From: Ilia Chipitsine <[log in to unmask]> To: [log in to unmask] Subject: QUERY: how can I estimate "a" ? Dear AllStat-ers, I have a question (well, I have number of questions, but it will take me some time to write them in English :-) Let (X1, X2, ..., Xn) be a sample of iid (independent identically distributed) nonnegative random variables. Let F(x) be cdf (cumulative distribution function) of those random variables. It is known that F(x)=c*x^a+o(x^a) when x tends to infinity. It is also known that value of "a" belongs to (1,2]. 1. How can I estimate "a" ? 2. How robust is that estimate ? Regards, (Наилучшие пожелания) Ilia Chipitsine (Илья Шипицин) -----BEGIN PGP SIGNATURE----- Version: 2.6.3ia Charset: noconv iQB1AwUBOGJC1uRxlWKN2EXhAQHYFAMA2RO/IA0FEXlaNJQRGtmC4gW6QhACF4v0 DapxjZTz9me+vwr72IT8f/cXhXJdceHSpWUbBGOCd1a22jmh7Fqo5lqVn9+Ko869 xdbE871jSnXlAH3LPWSlYscpnkko+Pdv =ZJOw -----END PGP SIGNATURE----- %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%