Exponential tilting of subweibull distributions
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866917071406759936 |
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| author | Townes, F. William |
| author_facet | Townes, F. William |
| contents | The class of subweibull distributions has recently been shown to generalize the important properties of subexponential and subgaussian random variables. We describe alternative characterizations of subweibull distributions and detail the conditions under which their tail behavior is preserved after exponential tilting. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_11386 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Exponential tilting of subweibull distributions Townes, F. William Probability Statistics Theory Machine Learning The class of subweibull distributions has recently been shown to generalize the important properties of subexponential and subgaussian random variables. We describe alternative characterizations of subweibull distributions and detail the conditions under which their tail behavior is preserved after exponential tilting. |
| title | Exponential tilting of subweibull distributions |
| topic | Probability Statistics Theory Machine Learning |
| url | https://arxiv.org/abs/2407.11386 |