Related papers: Multivariate $\alpha$-normal distributions
The aim of this paper, is to define a bivariate exponentiated generalized linear exponential distribution based on Marshall-Olkin shock model. Statistical and reliability properties of this distribution are discussed. This includes…
Using a family of modified Weibull distributions, encompassing both sub-exponentials and super-exponentials, to parameterize the marginal distributions of asset returns and their natural multivariate generalizations, we give exact formulas…
Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…
Motivated by applications in mathematical biology concerning randomly alternating motion of micro-organisms, we analyze a generalized integrated telegraph process. The random times between consecutive velocity reversals are…
We explore how the expectation values $\langle\psi |A| \psi\rangle$ of a largely arbitrary observable $A$ are distributed when normalized vectors $|\psi\rangle$ are randomly sampled from a high dimensional Hilbert space. Our analytical…
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…
It is often necessary to compare the power spectra of two or more time series: one may, for instance, wish to estimate what the power spectrum of the combined data sets might have been, or one may wish to estimate the significance of a…
A symmetric random variable is called a Gaussian mixture if it has the same distribution as the product of two independent random variables, one being positive and the other a standard Gaussian random variable. Examples of Gaussian mixtures…
We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. Based on these representations,…
Escort mean values (or $q$-moments) constitute useful theoretical tools for describing basic features of some probability densities such as those which asymptotically decay like {\it power laws}. They naturally appear in the study of many…
In this paper we study a wide and flexible family of discrete distributions, the so-called generalized negative binomial (GNB) distributions that are mixed Poisson distributions in which the mixing laws belong to the class of generalized…
We introduce a new generalization of the Pseudo-Lindley distribution by applying alpha power transformation. The obtained distribution is referred as the Pseudo-Lindley alpha power transformed distribution (\textit{PL-APT}). Some tractable…
We generalize the exponential family of probability distributions. In our approach, the exponential function is replaced by a $\varphi$-function, resulting in a $\varphi$-family of probability distributions. We show how $\varphi$-families…
Many variables in the social, physical, and biosciences, including neuroscience, are non-normally distributed. To improve the statistical properties of such data, or to allow parametric testing, logarithmic or logit transformations are…
The extremal Fourier intensities are studied for stationary Edwards-Wilkinson-type, Gaussian, interfaces with power-law dispersion. We calculate the probability distribution of the maximal intensity and find that, generically, it does not…
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…
In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…
Estimating the probability distribution 'q' governing the behaviour of a certain variable by sampling its value a finite number of times most typically involves an error. Successive measurements allow the construction of a histogram, or…
Multistable distributions, which have been introduced recently by Falconer, L\'evy V\'ehel and their co-authors, are natural generalizations of symmetric "alpha" stable distributions; roughly speaking, they are obtained by replacing the…