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2014, № 1 (162)



Shepel V.N., Akimov S.S. THE USING HILL'S ASSESSMENT FOR DISTINGUISHING OF HEAVY — AND EASILY-TO- TAIL LAWS OF PROBABILITY DISTRIBUTIONThe problem of the using Hill's assessment for determining of tail's weight for the purpose recovery of density probability distribution using sampling. The limit index the heavy tail of the easily is distinguished.Key words: tail's weight, Hill's estimation, weight index, the law of probability distribution.

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About this article

Authors: Shepel V.N., Akimov S.S.

Year: 2014


Editor-in-chief
Sergey Aleksandrovich
MIROSHNIKOV

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