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Fix variance of Pareto distribution
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Spotted by Carlo Cavalieri.
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mavam committed Jul 15, 2016
1 parent 0b30e58 commit f3907de
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions stat-cookbook.tex
Original file line number Diff line number Diff line change
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% improvements.
% - The patch version changes for trivial fixes, such as typos in text or
% formulas.
\newcommand{\version}{0.2}
\newcommand{\version}{0.2.1}

% Probability and Statistics LaTeX shortcuts.
\input{probstat}
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1 - \left(\frac{x_m}{x} \right)^\alpha \; x\ge x_m &
\alpha\frac{x_m^\alpha}{x^{\alpha+1}} \quad x\ge x_m&
\frac{\alpha x_m}{\alpha-1} \; \alpha>1 &
\frac{x_m^\alpha}{(\alpha-1)^2(\alpha-2)} \; \alpha>2 &
\frac{x_m^2\alpha}{(\alpha-1)^2(\alpha-2)} \; \alpha>2 &
\alpha(-x_m s)^\alpha \Gamma(-\alpha,-x_m s) \; s<0\\[3ex]

\bottomrule
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