Kajian sifat ekor tebal distribusi mode-centered burr

Jacob Stevy Seleky

Abstract


Distribusi ekor tebal adalah salah satu kajian penting dalam pemodelan statistik. Suatu distribusi dikatakan memiliki sifat ekor tebal jika memenuhi kriteria yang telah dirumuskan berdasarkan teori distribusi ekor tebal. Dalam artikel ini, penulis melakukan kajian sifat-sifat ekor tebal dari distribusi Mode-Centered Burr (MCB) berdasarkan teori distribusi ekor tebal yang sudah dipublikasikan. Berdasarkan hasil kajian dapat diketahui bahwa distribusi MCB memiliki sifat ekor tebal.  Akibatnya, dapat disimpulkan bahwa distribusi MCB berekor tebal.  

 

The heavy-tailed distribution is one of the important studies in statistical modeling. A distribution is said to have heavy-tailed properties if it meets the conditions formulated based on the theory of the heavy-tailed distribution. In this article, the author studies the heavy-tailed properties of the Mode-Centered Burr (MCB) distributions based on published theories of heavy-tailed distribution. Based on the study's results, it can be known that the MCB distributions have a heavy-tailed property.  As a result, it can be concluded that the MCB distribution is heavy-tailed. 


Full Text:

PDF

References


Burr, I.W. (1942). Cumulative frequency functions. Journal of Annual

Mathematics and Statistics. Vol. 13(2), 215--232.

Nair, G & Syuhada, K. (2016). Stochastic Volatility Model with Burr

Distribution Error: Evidence from Australian Stock Returns.

Journal of Thailand Statistician. Vol. 14(1), 1--14.

Jayakrishnan Nair, Adam Wierman, & Bert Zwart (2021), The

Fundamentals of Heavy Tails: Properties, Emergence, and

Estimation. Book Draft.

Nasim Nicholas Taleb (2020), Statistical Consequences of Fat Tails.

STEM Academic Press.




DOI: https://doi.org/10.26877/aks.v13i3.14170

Refbacks

  • There are currently no refbacks.


Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

AKSIOMA : Jurnal Matematika dan Pendidikan Matematika is licensed under a  Creative Commons Attribution-ShareAlike 4.0 International License.


AKSIOMA : Jurnal Matematika dan Pendidikan Matematika Indexed by:

    

 

                 

 

Copyright of AKSIOMA : Jurnal Matematika dan Pendidikan Matematika

 

 

View Aksioma Stats