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The normality assumption on data set is very restrictive approach for modelling. The generalized form of normal distribution, named as an exponential power (EP) distribution, and its scale mixture form have been considered extensively to…

Statistics Theory · Mathematics 2017-07-20 Mehmet Niyazi Cankaya , Olcay Arslan

There are some real life issues that are exists in nature which has early failure. This type of problems can be modelled either by a complex distribution having more than one parameter or by finite mixture of some distribution. In this…

Statistics Theory · Mathematics 2024-08-30 Brijesh P. Singh , Utpal Dhar Das , Sandeep Singh

We present a novel approach to probabilistic electricity price forecasting which utilizes distributional neural networks. The model structure is based on a deep neural network that contains a so-called probability layer. The network's…

Statistical Finance · Quantitative Finance 2023-09-29 Grzegorz Marcjasz , Michał Narajewski , Rafał Weron , Florian Ziel

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

The factorization problem of $q$-exponential distribution within nonextensive statistical mechanics is discussed on the basis of Abe's general pseudoadditivity for equilibrium systems. it is argued that the factorization of compound…

Statistical Mechanics · Physics 2009-11-07 Qiuping A. Wang

We explore the class of exchangeable Bernoulli distributions building on their geometrical structure. Exchangeable Bernoulli probability mass functions are points in a convex polytope and we have found analytical expressions for their…

Statistics Theory · Mathematics 2021-01-20 Roberto Fontana , Patrizia Semeraro

In simulations of some economic gas-like models, the asymptotic regime shows an exponential wealth distribution, independently of the initial wealth distribution given to the system. The appearance of this statistical equilibrium for this…

General Finance · Quantitative Finance 2011-05-23 Jose-Luis Lopez , Ricardo Lopez-Ruiz , Xavier Calbet

We formulate a class of angular Gaussian distributions that allows different degrees of isotropy for directional random variables of arbitrary dimension. Through a series of novel reparameterization, this distribution family is indexed by…

Methodology · Statistics 2022-12-13 Zehao Yu , Xianzheng Huang

We present a derivation of power law canonical distributions from first principle statistical mechanics, including the exponential distribution as a It is presented a derivation of power law canonical distributions from first principle…

Statistical Mechanics · Physics 2014-10-13 M. P. Almeida

We show that an arbitrary probability distribution can be represented in exponential form. In physical contexts, this implies that the equilibrium distribution of any classical or quantum dynamical system is expressible in grand canonical…

Statistical Mechanics · Physics 2007-10-25 Dorje C. Brody

In [1], we introduced a new, matrix algebraic, performance analysis framework for wireless systems with fading channels based on the matrix exponential distribution. The main idea was to use the compact, powerful, and easy-to-use, matrix…

Information Theory · Computer Science 2016-12-21 Peter Larsson , Lars K. Rasmussen , Mikael Skoglund

Measurements of a weighted energy density average taken in the vacuum state of a conformal field theory in $1+1$ dimensions are randomly distributed with vanishing expectation value. The probability distribution is computed in closed form…

High Energy Physics - Theory · Physics 2020-01-29 Matthew C. Anthony , Christopher J. Fewster

The direct Gaussian copula model with discrete marginal distributions is an appealing data-analytic tool but poses difficult computational challenges due to its intractable likelihood. A number of approximations/surrogates for the…

Methodology · Statistics 2021-03-08 John Hughes

We propose an effective exponential model of delay discounting considering fluctuation in impulsivity. This model is seen to be dual to the two-parameter Tsallis model of delay discounting proposed by Takahashi in 2007. We demonstrate that…

Physics and Society · Physics 2023-05-22 Trambak Bhattacharyya , Shanu Shukla , Ranu Pandey

The diameter distribution of a given species of deciduous trees in mature, temperate zone forests is well approximated by a Gamma distribution. Here we give new experimental evidence for this conjecture by analyzing deciduous tree size data…

Populations and Evolution · Quantitative Biology 2023-10-17 Szabolcs Kelemen , Máté Józsa , Tibor Hartel , György Csóka , Zoltán Néda

The directed preferential attachment model is revisited. A new exact characterization of the limiting in- and out-degree distribution is given by two \emph{independent} pure birth processes that are observed at a common exponentially…

Probability · Mathematics 2018-10-08 Tom Britton

The $\lambda$-exponential family generalizes the standard exponential family via a generalized convex duality motivated by optimal transport. It is the constant-curvature analogue of the exponential family from the information-geometric…

Statistics Theory · Mathematics 2025-05-07 Xiwei Tian , Ting-Kam Leonard Wong , Jiaowen Yang , Jun Zhang

We propose a model to create synthetic networks that may also serve as a narrative of a certain kind of infrastructure network evolution. It consists of an initialization phase with the network extending tree-like for minimum cost and a…

Physics and Society · Physics 2016-02-09 Paul Schultz , Jobst Heitzig , Jürgen Kurths

This paper proposes a novel methodology for probabilistic dynamic security assessment and enhancement of power systems that considers load and generation variability, N-2 contingencies, and uncertain cascade propagation caused by uncertain…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Frédéric Sabot , Pierre-Etienne Labeau , Pierre Henneaux

The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…

Methodology · Statistics 2007-10-26 J. H. Sepanski , Lingji Kong
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