Timeline for Bounds for the fat tail after trimming the mean?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| S Apr 16, 2014 at 13:31 | history | suggested | Jon Peterson | CC BY-SA 3.0 |
Fixed the definition of the regular varying tail given.
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| Apr 16, 2014 at 13:18 | comment | added | Jon Peterson | An example of the type of result you can get is the following. If $P(X>x) \sim C x^{-\alpha}$ with $\alpha > 1$ then it isn't very hard to show that $$f(X,t) \sim \frac{C\alpha}{\alpha-1} t^{1-\alpha}.$$ It may be that similar asymptotics are true under weaker assumptions on the tail like the regular varying assumption that eisit mentioned above. | |
| Apr 16, 2014 at 13:13 | review | Suggested edits | |||
| S Apr 16, 2014 at 13:31 | |||||
| Apr 15, 2014 at 21:20 | history | answered | eisit | CC BY-SA 3.0 |