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Journal articles (2019), Statistics and Probability Letters, pp. 108553

Characterization of a general class of tail probability distributions

CADENA M., KRATZ Marie , OMEY E.

Recently, new classes of positive and measurable functions, M(ρ) and M(±∞), have been defined in terms of their asymptotic behavior at infinity, when normalized by a logarithm (Cadena et al., 2016–17). Looking for other suitable normalizing functions than logarithm seems quite natural. It is what is addressed here, studying general classes of distribution functions of the type limx→∞logU(x)H(x)=ρ≤0 for normalizing functions H such that limx→∞H(x)=∞. Link to the article

CADENA, M., KRATZ, M. and OMEY, E. (2019). Characterization of a general class of tail probability distributions. Statistics and Probability Letters, pp. 108553.

Keywords : #Karamata-functions, #Laplace-transform, #Probability-distribution, #Regularly-varying-function, #Semi, #exponential-tail-distribution