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  2. Pareto distribution - Wikipedia

    en.wikipedia.org/wiki/Pareto_distribution

    The Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto, [2] is a power-law probability distribution that is used in description of social, quality control, scientific, geophysical, actuarial, and many other types of observable phenomena; the principle originally applied to describing the distribution of wealth in a society, fitting the trend ...

  3. Generalized Pareto distribution - Wikipedia

    en.wikipedia.org/.../Generalized_Pareto_distribution

    In statistics, the generalized Pareto distribution (GPD) is a family of continuous probability distributions.It is often used to model the tails of another distribution. It is specified by three parameters: location , scale , and shape

  4. Pareto principle - Wikipedia

    en.wikipedia.org/wiki/Pareto_principle

    The Pareto principle may apply to fundraising, i.e. 20% of the donors contributing towards 80% of the total. The Pareto principle (also known as the 80/20 rule, the law of the vital few and the principle of factor sparsity [1] [2]) states that for many outcomes, roughly 80% of consequences come from 20% of causes (the "vital few").

  5. Vilfredo Pareto - Wikipedia

    en.wikipedia.org/wiki/Vilfredo_Pareto

    The Pareto principle concerns the distribution of income, while the Pareto distribution is a probability distribution used, among other things, as a mathematical realization of Pareto's law, and Ophelimity is a measure of purely economic satisfaction.

  6. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    In the absolutely continuous case, probabilities are described by a probability density function, and the probability distribution is by definition the integral of the probability density function. [7] [4] [8] The normal distribution is a commonly encountered absolutely continuous probability distribution.

  7. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The Nakagami distribution; The Pareto distribution, or "power law" distribution, used in the analysis of financial data and critical behavior. The Pearson Type III distribution; The phase-type distribution, used in queueing theory; The phased bi-exponential distribution is commonly used in pharmacokinetics; The phased bi-Weibull distribution

  8. Power law - Wikipedia

    en.wikipedia.org/wiki/Power_law

    Please keep in mind that power-law distributions are also called Pareto-type distributions.) It is assumed here that a random sample is obtained from a probability distribution, and that we want to know if the tail of the distribution follows a power law (in other words, we want to know if the distribution has a "Pareto tail").

  9. Zipf's law - Wikipedia

    en.wikipedia.org/wiki/Zipf's_law

    In mathematical statistics, the concept has been formalized as the Zipfian distribution: A family of related discrete probability distributions whose rank-frequency distribution is an inverse power law relation. They are related to Benford's law and the Pareto distribution. Some sets of time-dependent empirical data deviate somewhat from Zipf's ...