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The Lambert W function, implicitly defined by W(x) exp{W(x)}=x, is a "new" special function that has recently been the subject of an extended upsurge in interest and applications. In this note, I point out that the Lambert W function can…

Number Theory · Mathematics 2018-04-10 Matt Visser

I discuss comments and claims made in Stehlik and Hermann (2015) about skewed Lambert W x F random variables and the IGMM algorithm. I clarify misunderstandings about the definition and use of Lambert W x F distributions and show that most…

Methodology · Statistics 2016-02-09 Georg M. Goerg

Originating from a system theory and an input/output point of view, I introduce a new class of generalized distributions. A parametric nonlinear transformation converts a random variable $X$ into a so-called Lambert $W$ random variable $Y$,…

Applications · Statistics 2015-03-13 Georg M. Goerg

Several distributions and families of distributions are proposed to model skewed data, think, e.g., of skew-normal and related distributions. Lambert W random variables offer an alternative approach where, instead of constructing a new…

Methodology · Statistics 2023-10-17 Meelis Käärik , Anne Selart , Tuuli Puhkim , Liivika Tee

The Lambert W function was introduced by Euler in 1779, but was not well-known until it was implemented in Maple, and the seminal paper of Corless, Gonnet, Hare, Jeffrey and Khuth was published in 1996. In this note we describe a simple…

Classical Analysis and ODEs · Mathematics 2017-03-21 Alexander Kheyfits

We apply the recently defined Lambert W function to some problems of classical statistical mechanics, i.e. the Tonks gas and a fluid of classical particles interacting via repulsive pair potentials. The latter case is considered both from…

Statistical Mechanics · Physics 2009-11-10 Jean-Michel Caillol

This is "Letter to the Editor" of Annals of Applied Statistics, addressing the paper by Goerg G. M. (2011) "Lambert W random variables-a new family of generalized skewed distributions with applications to risk estimation".

Statistics Theory · Mathematics 2015-06-30 Milan Stehlik , Philipp Hermann

The Lambert $W$ function, giving the solutions of a simple transcendental equation, has become a famous function and arises in many applications in combinatorics, physics, or population dyamics just to mention a few. In the last decade it…

Classical Analysis and ODEs · Mathematics 2015-06-23 István Mező , Árpád Baricz

In this work, we have taken up some distributions, mostly Weibull family, whose quantile functions could not be obtained using the traditional inversion method. We have solved the same quantile functions by using the inversion method only,…

Computation · Statistics 2025-03-26 Subhashree Patra , Subarna Bhattacharjee

The Lambert W(x) function and its possible applications in physics are presented. The actual numerical implementation in C++ consists of Halley's and Fritsch's iterations with initial approximations based on branch-point expansion,…

Mathematical Software · Computer Science 2018-01-09 Darko Veberic

We describe an algorithm to evaluate all the complex branches of the Lambert W function with rigorous error bounds in interval arithmetic, which has been implemented in the Arb library. The classic 1996 paper on the Lambert W function by…

Mathematical Software · Computer Science 2017-05-10 Fredrik Johansson

The Lambert W function has utility for solving various exponential and logarithmic equations arranged in the form of $g(x)e^{g(x)}$. Using the Lambert W function and tetration, a variety of categorized inversion formulas are presented.…

General Mathematics · Mathematics 2020-10-27 Sidney Edwards

Solutions to a wide variety of transcendental equations can be expressed in terms of the Lambert $\mathrm{W}$ function. The $\mathrm{W}$ function, occurring frequently in applications, is a non-elementary, but now standard mathematical…

Numerical Analysis · Mathematics 2021-05-21 Lajos Lóczi

This paper introduces a new numerical method for approximating the Lambert W function in the real domain. The method transforms the function into a simpler form that allows iterative refinement of an initial guess. Two iterative strategies…

Numerical Analysis · Mathematics 2025-11-25 Narinder Kumar Wadhawan

Likelihood functions are ubiquitous in data analyses at the LHC and elsewhere in particle physics. Partly because "probability" and "likelihood" are virtual synonyms in everyday English, but crucially distinct in data analysis, there is…

Data Analysis, Statistics and Probability · Physics 2020-10-02 Robert D. Cousins

Probability distribution theory helps in studying the impact of various dimensions in life while the Mittag-Leffler function and bicomplex are used in electromagnetism, quantum mechanics, and signal theory. Considering the importance of…

Probability · Mathematics 2024-11-22 Dharmendra Kumar Singh , Chinmay Sharma

We study some series expansions for the Lambert $W$ function. We show that known asymptotic series converge in both real and complex domains. We establish the precise domains of convergence and other properties of the series, including…

Classical Analysis and ODEs · Mathematics 2012-08-06 German A. Kalugin , David J. Jeffrey

The purpose of this note is to propose an application of the Lambert W function in linear viscoelasticity based on the Bernstein and Stieltjes properties of this function. In particular we recognize the role of the main branch W_0(t) in a…

General Mathematics · Mathematics 2023-09-01 F. Mainardi , E. Masina , J-L. Gonzales-Santander

The likelihood ratio test (LRT) and the related $F$ test, do not (even asymptotically) adhere to their nominal $\chi^2$ and $F$ distributions in many statistical tests common in astrophysics, thereby casting many marginal line or source…

This short note presents the Lambert W(x) function and its possible application in the framework of physics related to the Pierre Auger Observatory. The actual numerical implementation in C++ consists of Halley's and Fritsch's iteration…

Mathematical Software · Computer Science 2018-01-09 Darko Veberic
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