Ok. It seems I got all the way to the finish line and stopped just before :
I guess I just had to integrate the probability density function between 1 and a (it's defined between 1 and +oo).
It gives : (a ^(1 - k) - 1) * k / (1 - k)
Can anyone confirm?
1) If A is your set of n items, For (a1, a2) in AxA and a date t in R, att(a1, a2, t) in R gives the attraction (>0) or repulsion (<0) between a1 and a2 at date t.
Build a vector V in AxA that spans all possible (a1, a2) with a1 and a2 both in A. V = (v1, ..., vn*n).
Now for each t in R, you...
Hi Pere -
What I'm looking for is a mean value.
I found out that the samples of interest belong to a larger set that roughly follow a Pareto distribution, and that among this larger set, the samples of interest are the ones whose values are below a certain number, 'a'.
I can estimate the...
I have a Pareto distribution X (xm=1, k known)*. High-value samples are filtered out and I want the expected value of the remaining. Namely: E[X|X<a].
Many thanks in advance.