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Mathematica > Data Manipulation > Statistical Data Analysis > Probability & Statistics > Parametric Statistical Distributions > Heavy Tail Distributions > BenktanderGibratDistribution >
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BenktanderGibratDistribution

BenktanderGibratDistribution
represents a Benktander distribution of type I with parameters a and b.
MORE INFORMATION
  • The probability density for value in a Benktander-Gibrat distribution is proportional to for .
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Basic Examples   (4)
Probability density function:
Cumulative distribution function:
Mean and variance:
The median can be found numerically:
Probability density function:
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Cumulative distribution function:
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Mean and variance:
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The median can be found numerically:
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Scope   (7)
Generate a set of pseudorandom numbers that have Benktander-Gibrat distribution:
Compare its histogram to the PDF:
Distribution parameters estimation:
Estimate the distribution parameters from sample data:
Compare the density histogram of the sample with the PDF of the estimated distribution:
Skewness:
Kurtosis:
Different moments with closed forms as functions of parameters:
Closed form for symbolic order:
Hazard function:
Quantile function:
Applications   (3)
An insurance company finds its claim sizes in units of deductibles follow a Benktander type I distribution with parameters and . Find the probability that claim sizes will exceed 2:
Compute the mean excess function for a Benktander type I distribution:
For large it approaches that of log-normal, also known as Gibrat distribution:
Now replace the complimentary error function with its asymptotics at large arguments:
Find stationary renewal distribution associated with a Benktander type I distribution:
Compare it with BeniniDistribution:
Properties & Relations   (4)
Parameter influence on the CDF for each :
Benktander type I distribution is subexponential:
Relationships to other distributions:
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