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Characterization of a general class of tail probability distributions

Author

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  • Cadena, Meitner
  • Kratz, Marie
  • Omey, Edward

Abstract

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)=∞.

Suggested Citation

  • Cadena, Meitner & Kratz, Marie & Omey, Edward, 2019. "Characterization of a general class of tail probability distributions," Statistics & Probability Letters, Elsevier, vol. 154(C), pages 1-1.
    • Handle: RePEc:eee:stapro:v:154:y:2019:i:c:8
    DOI: 10.1016/j.spl.2019.108553
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    References listed on IDEAS

    as
    1. Cadena, Meitner & Kratz, Marie & Omey, Edward, 2017. "New results on the order of functions at infinity," ESSEC Working Papers WP1708, ESSEC Research Center, ESSEC Business School.
    2. Meitner Cadena & Marie Kratz & Edward Omey, 2017. "New results on the order of functions at infinity," Working Papers hal-01558855, HAL.
    3. Cadena, Meitner & Kratz, Marie, 2016. "New results for tails of probability distributions according to their asymptotic decay," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 178-183.
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    1. Cadena, Meitner & Kratz, Marie & Omey, Edward, 2017. "New results on the order of functions at infinity," ESSEC Working Papers WP1708, ESSEC Research Center, ESSEC Business School.
    2. Meitner Cadena & Marie Kratz & Edward Omey, 2017. "New results on the order of functions at infinity," Working Papers hal-01558855, HAL.

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