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Jun 8th, 2019
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  1. \documentclass[12pt]{article}
  2. \usepackage[utf8]{inputenc}
  3. \usepackage{amsmath}
  4.  
  5. \usepackage{geometry}
  6. \geometry{
  7. a4paper,
  8. total={170mm,257mm},
  9. left=20mm,
  10. top=20mm,
  11. }
  12. \pagenumbering{gobble}
  13.  
  14. \begin{document}
  15.  
  16. Distributions of settlement populations are modeled using Pareto distributions, probability density function: \\
  17.  
  18. $ f(x) = \frac{\alpha x^{\alpha}_m}{x^{\alpha + 1}} $ \\
  19.  
  20. cumulative density function: \\
  21.  
  22. $ F(x) = 1 - (\frac{x_m}{x})^\alpha $ \\
  23.  
  24. expected value: \\
  25.  
  26. $E = \frac{\alpha x_m}{\alpha - 1}$ \\
  27.  
  28. where $x_m$ – threshold value, $\alpha$ – shape parameter.
  29.  
  30. A set of values of population sizes can be expressed as a (sorted) series of realizations of identical independent Pareto distributions: \\
  31.  
  32. $X = (X_{1:n}, ..., X_{n:n}), \quad i \leq j \rightarrow X_{i:n} \leq X_{j:n}, \quad X_{i:n} \sim P(x_m, \alpha)\forall i \in [n]$ \\
  33.  
  34. where $n$ – number of observations. The probability density of the biggest value in set ($X_{n:n}$) being $m$: \\
  35.  
  36. \begin{align*}
  37. &\mathcal{P} = P[X_{n:n} = m\ \wedge \bigwedge_{i=1}^{n-1}X_{i:n}\leq m] \overset{independence}{=} \\ &P[X_{n:n} = m] * P[\bigwedge_{i=1}^{n-1}X_{i:n}\leq m] \overset{independence}{=} \\
  38. &P[X_{n:n} = m] * \prod_{i=1}^{n-1}P[X_{i:n}\leq m] \overset{sameness}{=} \\
  39. &P[X_{n:n} = m] * \prod_{i=1}^{n-1}P[X_{1:n}\leq m] = \\
  40. &P[X_{n:n} = m] * (P[X_{1:n}\leq m])^{n-1} = \\
  41. &f(X_{n:n})*(F(X_{n:n}))^{n-1} = \\
  42. &\frac{\alpha x^{\alpha}_m}{X_{n:n}^{\alpha + 1}}*(1 - (\frac{x_m}{X_{n:n}})^\alpha)^{n-1}
  43. \end{align*}
  44.  
  45. Putting $\gamma = \frac{x_m}{X_{n:n}}$:
  46.  
  47. \begin{align*}
  48.    \mathcal{P}(\alpha) = \frac{1}{X_{n:n}}(\alpha \gamma^\alpha(1-\gamma^\alpha)^{n-1})
  49. \end{align*}
  50.  
  51. Maximum likelihood estimator:
  52.  
  53. \begin{align*}
  54.    &\hat{\alpha} = \underset{\alpha}{maxarg}\{\mathcal{P}(\alpha)\} = \underset{\alpha}{maxarg}\{ln(\mathcal{P}(\alpha))\} = (ln(\mathcal{P}(\alpha)))'_0 = \\ &(ln(\alpha) +\alpha ln(\gamma) + (n-1)ln(1-\gamma^\alpha))'_0 = \\
  55.    &\left(\frac{1}{\alpha}+ln(\gamma)-(n-1)\frac{1}{1-\gamma^\alpha} ln(\gamma)\gamma^\alpha\right)_0
  56. \end{align*}
  57.  
  58. The expected overall population is the number of colonies above the threshold population times the expected population of a colony above the threshold divided by the percentage of people who live in those: \\
  59.  
  60. $\hat{N} = n\hat{E}:p = n\frac{\hat{\alpha} x_m}{\hat{\alpha} - 1}:p$
  61.  
  62. \end{document}
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