Statistical Inference for Heavy-Tailed Distributions in Technical Systems

摘要

In this work we explore the class of heavy-tailed distributions and discuss their signicance in reliability engineering. At the same time we discuss measures of divergence which are extensively used in statistics in various elds. In this paper we rely on such measures to evaluate the residual and past lifetimes of events which are associated with the tail part of the distribution. More specifically, we propose a class of goodness of t tests based on Csiszar's class of measures designed for heavy-tailed distributions.