A stability property of Weibull tail-distributions

Kim Yu (1)

1 Shanghai Jiao Tong University - Institute of Robotics

We exhibit a new stability property of Weibull tail-distributions. It is shown that the power of a random variable with a Weibull tail-distribution still has a Weibull tail-distribution and the associated Weibull tail-coefficient is exhibited.

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Kim Yu. A stability property of Weibull tail-distributions. 2013. ⟨hal-00851253⟩