A Tractable Probability Distribution with Applications in Three-Dimensional Statistics
Information Theory
2023-12-18 v6 math.IT
Probability
Statistics Theory
Statistics Theory
Abstract
This paper introduces and characterizes a new family of continuous probability distributions applicable to norm distributions in three-dimensional random spaces, specifically for the Euclidean norm of three random Gaussian variables with non-zero means. The distribution is specified over the semi-infinite range and is notable for its computational tractability. Building on this foundation, we also introduce a separate family of continuous probability distributions suitable for power distributions in three-dimensional random spaces. Despite being previously unknown, these distributions are attractive for numerous applications, some of which are discussed in this work.
Keywords
Cite
@article{arxiv.2212.00923,
title = {A Tractable Probability Distribution with Applications in Three-Dimensional Statistics},
author = {Seyed Mohammad Azimi-Abarghouyi},
journal= {arXiv preprint arXiv:2212.00923},
year = {2023}
}