3 ms·
So the Pareto distribution with alpha=2 produces the Lindy effect. Nice result! It looks like this generalises to E(X|X>a)=ka (with alpha depending on k).
by sieste 3y ago
So the Pareto distribution with alpha=2 produces the Lindy effect. Nice result! It looks like this generalises to E(X|X>a)=ka (with alpha depending on k).
- golol 3y agoI didn't notice that is a Pareto distribution! Well, that is quite nice indeed.