Statistical size distributions in economics and actuarial sciences (Book, 2003) []
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Statistical size distributions in economics and actuarial sciences

Author: Christian Kleiber; Samuel Kotz
Publisher: Hoboken, NJ : Wiley, 2003.
Series: Wiley series in probability and statistics
Edition/Format:   Print book : EnglishView all editions and formats
A comprehensive account of economic size distributions around the world and throughout the years In the course of the past 100 years, economists and applied statisticians have developed a remarkably diverse variety of income distribution models, yet no single resource convincingly accounts for all of these models, analyzing their strengths and weaknesses, similarities and differences. Statistical Size Distributions  Read more...

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Genre/Form: Statistics
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Christian Kleiber; Samuel Kotz
ISBN: 0471150649 9780471150640 0471457175 9780471457176
OCLC Number: 611445724
Description: 332 Seiten, Online-Datei : Illustrationen.
Contents: Preface. Acknowledgments. 1. Introduction. 1.1 Our Aims. 1.2 Types of Economic Size Distributions. 1.3 A Brief Historical Sketch of the Models for Studying Economic Size Distributions. 1.4 Stochastic Process Models for Size Distributions. 2. General Principles. 2.1 Some Concepts from Economics. 2.2 Hazard Rates, Mean Excess Functions, and Tailweight. 2.3 Systems of Distributions. 2.4 Generating Systems of Income Distributions. 3. Pareto Distributions. 3.1 Definitions. 3.2 History and Genesis. 3.3 Moments and Other Basic Properties. 3.4 Characterizations. 3.5 Lorenz Curve and Inequality Measures. 3.6 Estimation. 3.7 Empirical Results. 3.8 Stoppa Distributions. 3.9 Conic Distribution. 3.10 A "log-adjusted" Pareto Distribution. 3.11 Stable Distributions. 3.12 Further Pareto-type Distributions. 4. Lognormal Distribution. 4.1 Definition. 4.2 History and Genesis. 4.3 Moments and Other Basic Properties. 4.4 Characterizations. 4.5 Lorenz Curve and Inequality Measures. 4.6 Estimation. 4.7 Three-and four-parameter Lognormal Distributions. 4.8 Multivariate Lognormal Distribution. 4.9 Empirical Results. 4.10 Generalized Lognormal Distribution. 4.11 An Asymmetric Log-Laplace Distribution. 4.12 Related Distributions. 5. Gamma-type Size Distributions. 5.1 Generalized Gamma Distribution. 5.2 Gamma Distribution. 5.3 Log-gamma Distribution. 5.4 Inverse Gamma (Vinci) Distribution. 5.5 Weibull Distribution. 5.6 Log-Gompertz Distribution. 6. Beta-type Size Distributions. 6.1 (Generalized) Beta Distribution of the Second Kind. 6.2 Singh-Maddala Distribution. 6.3 Dagum Distribution. 6.4 Fisk (log-logistic) and Lomax Distributions. 6.5 (Generalized) Beta Distribution of the First Kind. 7. Miscellaneous Size Distributions. 7.1 Benini Distribution. 7.2 Davis Distribution. 7.3 Champernowne Distribution. 7.4 Benktander Distributions. Appendix A. Biographies. A.1 Vilfredo Federico Domaso Pareto, Marchese di Parigi. A.2 Rodolfo Benini. A.3 Max Otto Lorenz. A.4 Corrado Gini. A.5 Luigi Amoroso. A.6 Raffaele D'Addario. A.7 Robert Pierre Louis Gibrat. A.8 David Gawen Champernowne. Appendix B. Data on Size Distributions. Appendix C. Size Distributions. List of Symbols. References. Author Index. Subject Index.
Series Title: Wiley series in probability and statistics
Responsibility: Christian Kleiber, Samuel Kotz.
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With the growth of such fields as financial economics, so has the need for a thorough discussion of statistical size distributions.  Read more...


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"Researchers and teachers in econometrics and actuarial statistics will find this book an interesting source of information." (Journal of the American Statistical Association, December 2004) "The Read more...

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