| Abstract [eng] |
This paper analyzes the influence of the random effect transformation on the regularity of distribution functions. The paper considers three regularity classes: heavy-tailed distributions (class H), distributions with consistently varying tails (class C), and exponential-like-tailed distributions (class L(γ), γ > 0). We apply the random effect transformation to the primary distribution functions from these classes and investigate whether the resulting distribution function remains in the same class. We find that the random effect transformation has the greatest impact on exponential-like-tailed distributions. We illustrate the derived theoretical results with several examples. |
