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It has been pointed out by Patriarca et al. (2005) that the power-law tailed equilibrium distribution in heterogeneous kinetic exchange models with a distributed saving parameter can be resolved as a mixture of Gamma distributions…

General Finance · Quantitative Finance 2018-10-17 Adams Vallejos , Ignacio Ormazabal , Felix A. Borotto , Hernan F. Astudillo

Nonextensive quantum gas distributions are investigated on the basis of the factorization hypothesis of compound probability required by thermodynamic equilibrium. It is shown that the formalisms of Tsallis nonextensive statistical…

Statistical Mechanics · Physics 2015-06-24 Qiuping A. Wang

The modality is important topic for modelling. Using parametric models is an efficient way when real data set shows trimodality. In this paper we propose a new class of trimodal probability distributions, that is, probability distributions…

Methodology · Statistics 2022-04-08 Roberto Vila , Victor Serra , Mehmet N. Çankaya , Felipe Quintino

We give the exact distribution of the average of n independent beta random variables weighted by the selected cuts of (0, 1) by the order statistics of a random sample of size n-1 from the uniform distribution U(0,1), for each n. A new…

Statistics Theory · Mathematics 2015-08-10 Rasool Roozegar

A new three-parameter cumulative distribution function defined on $(\alpha,\infty)$, for some $\alpha\geq0$, with asymmetric probability density function and showing exponential decays at its both tails, is introduced. The new distribution…

Statistics Theory · Mathematics 2017-03-28 Meitner Cadena

This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…

Information Theory · Computer Science 2026-03-16 Siang Cheng , Hejun Xu , Tianxiao Pang

Uncertainty reduction is vital for improving system reliability and reducing risks. To identify the best target for uncertainty reduction, uncertainty importance measure is commonly used to prioritize the significance of input variable…

Applications · Statistics 2025-06-12 Shi-Shun Chen , Xiao-Yang Li

From the perspective of non-equilibrium statistical mechanics, modeling the velocity distribution of particles in non-equilibrium, steady-state plasmas presents a significant challenge. Under this context, a family of kappa distributions…

Plasma Physics · Physics 2025-09-10 Abiam Tamburrini , Sergio Davis , Pablo S. Moya

The q-Gaussian is a probability distribution generalizing the Gaussian one. In spite of a q-normal distribution is popular, there is a problem when calculating an expectation value with a corresponding normalized distribution and not a…

Probability · Mathematics 2021-01-05 Nahla Ben Salah

We propose a generalized entropy maximization procedure, which takes into account the generalized averaging procedures and information gain definitions underlying the generalized entropies. This novel generalized procedure is then applied…

Statistical Mechanics · Physics 2015-05-13 G. Baris Bagci , Ugur Tirnakli

We show that the Gamma distribution is not an adequate fit for the probability density function of drop diameters using the Kolmogorov-Smirnov goodness of fit test. We propose a different parametrization of drop size distributions, which…

Atmospheric and Oceanic Physics · Physics 2012-09-18 Massimiliano Ignaccolo , Carlo De Michele

A mixture of variance-gamma distributions is introduced and developed for model-based clustering and classification. The latest in a growing line of non-Gaussian mixture approaches to clustering and classification, the proposed mixture of…

Methodology · Statistics 2014-12-30 Sharon M. McNicholas , Paul D. McNicholas , Ryan P. Browne

We present nonasymptotic concentration inequalities for sums of independent and identically distributed random variables that yield asymptotic strong Gaussian approximations of Koml\'os, Major, and Tusn\'ady (KMT) [1975,1976]. The constants…

Probability · Mathematics 2025-10-01 Ian Waudby-Smith , Martin Larsson , Aaditya Ramdas

A new two-parameter discrete distribution, namely the PoiG distribution is derived by the convolution of a Poisson variate and an independently distributed geometric random variable. This distribution generalizes both the Poisson and…

Methodology · Statistics 2024-07-11 Anupama Nandi , Subrata Chakraborty , Aniket Biswas

We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…

Data Analysis, Statistics and Probability · Physics 2007-07-17 D. Sornette

In this paper, we introduce a new extension of the generalized linear failure rate distributions. It includes some well-known lifetime distributions such as extension of generalized exponential and generalized linear failure rate…

Statistics Theory · Mathematics 2016-03-10 Mohammad Reza Kazemi , Ali Akbar Jafari , Saeid Tahmasebi

The aim of this article is to introduce a new family of distributions, which generalizes the skew normal distribution (SN). This new family, called Beta skew-normal (BSN), arises naturally when we consider the distributions of order…

Methodology · Statistics 2015-03-19 Valentina Mameli , Monica Musio

Given a gamma population with known shape parameter $\alpha$, we develop a general theory for estimating a function $g(\cdot)$ of the scale parameter $\beta$ with bounded variance. We begin by defining a sequential sampling procedure with…

Methodology · Statistics 2024-07-09 Jun Hu , Ibtihal Alanazi , Zhe Wang

We propose a new $L^2$-type goodness-of-fit test for the family of beta distributions based on a conditional moment characterisation. The asymptotic null distribution is identified, and since it depends on the underlying parameters, a…

Methodology · Statistics 2020-09-30 Bruno Ebner , Shawn C. Liebenberg

Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic…

Probability · Mathematics 2020-03-10 Jianwen Huang