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Tailweight, Statistical Inference and Families of Distributions — A Brief Survey

  • Thomas P. Hettmansperger
  • Michael A. Keenan
Part of the NATO Advanced Study Institutes Series book series (ASIC, volume 17)

Summary

There are surprisingly many concepts and definitions of tailweight. For symmetric distributions F and G the main results are based on the convexity or starshapedness of G -1F. This has essentially replaced kurtosis as measure of tailweight. Recently in research on the location problem there has been interest in families of distributions ordered by tailweight and in statistical procedures for assessing tailweight. This problem of assessing tailweight has long been a problem of interest to researchers developing life models. There is a rich variety of results for testing the exponential family against an alternative with lighter tails. Hopefully, there will soon be an equally rich variety of results for testing the tails of a symmetric distribution in the location model.

Key Words

Tailweight symmetric distributions life models convex and starshaped functions 

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Copyright information

© D. Reidel Publishing Company, Dordrecht-Holland 1975

Authors and Affiliations

  • Thomas P. Hettmansperger
    • 1
  • Michael A. Keenan
    • 1
  1. 1.Department of StatisticsThe Pennsylvania State UniversityUniversity ParkUSA

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