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Related papers: Rank Distributions: Frequency vs. Magnitude

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We study the problem of comparing ageing patterns of the lifetime of k-out-of-n systems. Mathematically, this reduces to being able to decide about a stochastic ordering relationship between different order statistics. We discuss such…

Methodology · Statistics 2020-06-04 Tommaso Lando , Idir Arab , Paulo Eduardo Oliveira

More than one billion data sampled with different frequencies from several financial instruments were investigated with the aim of testing whether they involve power law. As a result, a known power law with the power exponent around -4 was…

Statistical Finance · Quantitative Finance 2020-10-06 Caglar Tuncay

A simple but useful method of reciprocal values is introduced, explained and illustrated. This method simplifies the analysis of hyperbolic distributions, which are causing serious problems in the demographic and economic research. It…

General Finance · Quantitative Finance 2017-08-30 Ron W. Nielsen

Rank-based inference methods are applied in various disciplines, typically when procedures relying on standard normal theory are not justifiable, for example when data are not symmetrically distributed, contain outliers, or responses are…

Statistics Theory · Mathematics 2018-02-16 Edgar Brunner , Frank Konietschke , Arne C. Bathke , Markus Pauly

Rooted trees with probabilities are used to analyze properties of a variable length code. A bound is derived on the difference between the entropy rates of the code and a memoryless source. The bound is in terms of normalized informational…

Information Theory · Computer Science 2013-10-11 Georg Böcherer , Rana Ali Amjad

Log-concave distributions include some important distributions such as normal distribution, exponential distribution and so on. In this note, we show inequalities between two Lp-norms for log-concave distributions on the Euclidean space.…

Statistics Theory · Mathematics 2019-03-26 Tomohiro Nishiyama

An analysis of extensive simulations of interacting self-avoiding polygons on cubic lattice shows that the frequencies of different knots realized in a random, collapsed polymer ring decrease as a negative power of the ranking order, and…

Statistical Mechanics · Physics 2007-08-21 M. Baiesi , E. Orlandini , A. L. Stella

Zipf's law predicts a power-law relationship between word rank and frequency in language communication systems and has been widely reported in a variety of natural language processing applications. However, the emergence of natural language…

Computation and Language · Computer Science 2018-12-05 Bohdan Khomtchouk , Shyam Sudhakaran

Power-law distributions are essential in computational and statistical investigations of extreme events and complex systems. The usual technique to generate power-law distributed data is to first infer the scale exponent $\alpha$ using the…

Adaptation and Self-Organizing Systems · Physics 2022-06-15 Jack Murdoch Moore , Gang Yan , Eduardo G. Altmann

The growth dynamics of complex systems often exhibit statistical regularities involving power-law relationships. For real finite complex systems formed by countable tokens (animals, words) as instances of distinct types (species, dictionary…

Physics and Society · Physics 2026-03-31 Pablo Rosillo-Rodes , Laurent Hébert-Dufresne , Peter Sheridan Dodds

The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…

Statistics Theory · Mathematics 2021-04-20 Sangita Das , Suchandan Kayal

Background: Zipf's discovery that word frequency distributions obey a power law established parallels between biological and physical processes, and language, laying the groundwork for a complex systems perspective on human communication.…

Computation and Language · Computer Science 2009-11-11 Eduardo G. Altmann , Janet B. Pierrehumbert , Adilson E. Motter

Prime numbers seem to distribute among the natural numbers with no other law than that of chance, however its global distribution presents a quite remarkable smoothness. Such interplay between randomness and regularity has motivated sci-…

Number Theory · Mathematics 2008-11-21 Bartolo Luque , Lucas Lacasa

Power-law type distributions are extensively found when studying the behaviour of many complex systems. However, due to limitations in data acquisition, empirical datasets often only cover a narrow range of observation, making it difficult…

Data Analysis, Statistics and Probability · Physics 2019-12-11 Víctor Navas-Portella , Álvaro González , Isabel Serra , Eduard Vives , Álvaro Corral

For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical orbits. Using ideas based upon quantitative recurrence time statistics we prove convergence of the maxima (under suitable normalization) to…

Dynamical Systems · Mathematics 2015-09-11 Mark Holland , Pau Rabassa , Alef Sterk

Usually, the study of city population distribution has been reduced to power laws. In such analysis, a common practice is to consider cities with more than one hundred thousand inhabitants. Here, we argue that the distribution of cities for…

Statistical Mechanics · Physics 2009-11-07 L. C. Malacarne , R. S. Mendes , E. K. Lenzi

Functional depth is used for ranking functional observations from most outlying to most typical. The ranks produced by functional depth have been proposed as the basis for functional classifiers, rank tests, and data visualization…

Methodology · Statistics 2016-11-02 James P. Long , Jianhua Z. Huang

Pareto distributions, and power laws in general, have demonstrated to be very useful models to describe very different phenomena, from physics to finance. In recent years, the econophysical literature has proposed a large amount of papers…

Methodology · Statistics 2015-06-16 Pasquale Cirillo

For words, rank-frequency distributions have long been heralded for adherence to a potentially-universal phenomenon known as Zipf's law. The hypothetical form of this empirical phenomenon was refined by Ben\^{i}ot Mandelbrot to that which…

Computation and Language · Computer Science 2017-10-24 Jake Ryland Williams , Giovanni C. Santia

Following findings by Ormerod and Mounfield, Wright rises the problem whether a power or an exponential law describes the distribution of occurrences of economic recession periods. In order to clarify the controversy a different set of GDP…

Statistical Mechanics · Physics 2009-11-10 Marcel Ausloos , Janusz Miskiewicz , Michele Sanglier