Related papers: The Amoroso Distribution
The familiar adjunction between ordered sets and completely distributive lattices can be extended to generalised metric spaces, that is, categories enriched over a quantale (a lattice of "truth values"), via an appropriate distributive law…
Triangular distributions are a well-known class of distributions that are often used as elementary example of a probability model. In the past, enumeration and order statistic-based methods have been suggested for the maximum likelihood…
Heavy-tailed random samples, as well as their sum or average, are encountered in a number of signal processing applications in radar, communications, finance, and natural sciences. Modeling such data through the Pareto distribution is…
Normalisation in probability theory turns a subdistribution into a proper distribution. It is a partial operation, since it is undefined for the zero subdistribution. This partiality makes it hard to reason equationally about normalisation.…
We study the distribution P(\omega) of the random variable \omega = x_1/(x_1 + x_2), where x_1 and x_2 are the wealths of two individuals selected at random from the same tempered Paretian ensemble characterized by the distribution \Psi(x)…
Galaxies and clusters distributions show two major properties: (i) the positions of galaxies and clusters are characterized by a power law distribution indicating properties with respect to their positions. (ii) The distribution of masses…
We define a family {$\gamma(P)$} of generalized Euler constants indexed by finite sets of primes $P$ and study their distribution. These arise from partial sums of reciprocals of integers not divisible by any prime in $P$. An apparent…
This note presents a unified theorem of the alternative that explicitly allows for any combination of equality, componentwise inequality, weak dominance, strict dominance, and nonnegativity relations. The theorem nests 60 special cases,…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
A refinement of the multinomial distribution is presented where the number of inversions in the sequence of outcomes is tallied. This refinement of the multinomial distribution is its joint distribution with the number of inversions in the…
We introduce a natural definition for sums of the form \[ \sum_{\nu=1}^x f(\nu) \] when the number of terms x is a rather arbitrary real or even complex number. The resulting theory includes the known interpolation of the factorial by the…
We introduce a new five-parameter family of size distributions on the semi-finite interval $[x_0, \infty), x_0 \geqslant 0$, with two attractive features. First, it interpolates between power laws, such as the Pareto distribution, and power…
In quantitative finance, it is often necessary to analyze the distribution of the sum of specific functions of observed values at discrete points of an underlying process. Examples include the probability density function, the hedging…
A model based on first-degree family relations network is used to describe the wealth distribution in societies. The network structure is not a-priori introduced in the model, it is generated in parallel with the wealth values through…
The paper considers multivariate discrete random sums with equal number of summands. Such distributions describe the total claim amount received by a company in a fixed time point. In Queuing theory they characterize cumulative waiting…
The Scrooge distribution is a probability distribution over the set of pure states of a quantum system. Specifically, it is the distribution that, upon measurement, gives up the least information about the identity of the pure state,…
In this paper, we propose a new distribution with unitary support which can be characterized as a ratio of the type $W=X_1/(X_1+X_2)$, where $(X_1, X_2)^\top$ follows a bivariate extreme distribution with Fr\'echet margins, that is, $X_1$…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
For real $a>0$, let $X_a$ denote a random variable with the gamma distribution with parameters $a$ and $1$. Then $\mathsf P(X_a-a>c)$ is increasing in $a$ for each real $c\ge0$; non-increasing in $a$ for each real $c\le-1/3$; and…
We introduce a new class of multiplications of distributions in one dimension merging together two different regularizations of distributions. Some of the features of these multiplications are discussed in a certain detail. We use our…