Rescaled 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 a rescaled random variable with a Weibull tail-distribution still has a Weibull tail-distribution and with the same Weibull tail-coefficient.

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

Kim Yu. Rescaled Weibull tail-distributions. 2013. ⟨hal-00914018⟩