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Introduced by M\"uller et al. in their seminal paper \cite{muller}, fractional stochastic dominance (SD) offers a nuanced approach to ordering distributions. In this paper, we propose a fundamentally new framework by replacing the fixed…

Mathematical Finance · Quantitative Finance 2025-02-13 Ehsan Azmoodeh , Ozan Hür

In assumed probability density function (pdf) methods of turbulent combustion, the shape of the scalar pdf is assumed a priori and the pdf is parametrized by its moments for which model equations are solved. In non-premixed flows the beta…

Fluid Dynamics · Physics 2010-11-05 J. Bakosi , J. R. Ristorcelli

The method of distributions is developed for systems that are governed by hyperbolic conservation laws with stochastic forcing. The method yields a deterministic equation for the cumulative density distribution (CDF) of a system state,…

Computational Physics · Physics 2019-09-05 Rik J. L. Rutjens , Gustaaf B. Jacobs , Daniel M. Tartakovsky

The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…

Methodology · Statistics 2016-12-19 Rose Baker

A class of discrete probability distributions contains distributions with limited support. A typical example is some variant of a Likert scale, with response mapped to either the $\{1, 2, \ldots, 5\}$ or $\{-3, -2, \ldots, 2, 3\}$ set. An…

Applications · Statistics 2022-04-25 Bogdan Ćmiel , Jakub Nawała , Lucjan Janowski , Krzysztof Rusek

We consider Gibbs distributions, which are families of probability distributions over a discrete space $\Omega$ with probability mass function of the form $\mu^\Omega_\beta(\omega) \propto e^{\beta H(\omega)}$ for $\beta$ in an interval…

Data Structures and Algorithms · Computer Science 2025-04-04 David G. Harris , Vladimir Kolmogorov

In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…

Computation · Statistics 2017-07-26 Jorge Alberto Achcar , Pedro Luiz Ramos , Edson Zangiacomi Martinez

In this paper, we introduce a new four-parameter generalized version of the Gompertz model which is called Beta-Gompertz (BG) distribution. It includes some well-known lifetime distributions such as beta-exponential and generalized Gompertz…

Statistics Theory · Mathematics 2014-07-04 Ali Akbar Jafari , Saeid Tahmasebi , Morad Alizadeh

Stable random variables are motivated by the central limit theorem for densities with (potentially) unbounded variance and can be thought of as natural generalizations of the Gaussian distribution to skewed and heavy-tailed phenomenon. In…

Machine Learning · Computer Science 2014-04-17 Navodit Misra , Ercan E. Kuruoglu

This paper generalizes beta divergence beyond its classical form associated with power variance functions of Tweedie models. Generalized form is represented by a compact definite integral as a function of variance function of the…

Machine Learning · Statistics 2013-06-19 Y. Kenan Yilmaz

The Transformed-Transformer family of distributions are the resulting family of distributions as transformed from a random variable $T$ through another transformer random variable $X$ using a weight function $\omega$ of the cumulative…

Methodology · Statistics 2016-02-18 Nil Kamal Hazra , Pradip Kundu , Asok K. Nanda

The gravitational evolution of the cosmic one-point probability distribution function (PDF) has been estimated using an analytic approximation that combines gravitational perturbation theory with the Edgeworth expansion around a Gaussian…

Astrophysics · Physics 2009-10-31 E. Gaztanaga , P. Fosalba , E. Elizalde

Time series of observables measured from complex systems do often exhibit non-normal statistics, their statistical distributions (PDF's) are not gaussian and often skewed, with roughly exponential tails. Departure from gaussianity is…

Data Analysis, Statistics and Probability · Physics 2018-06-29 F. Sattin

For two families of beta distributions, we show that the generalized Stieltjes transforms of their elements may be written as elementary functions (powers and fractions) of the Stieltjes transform of the Wigner distribution. In particular,…

Classical Analysis and ODEs · Mathematics 2016-04-13 Nizar Demni

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…

Probability · Mathematics 2018-06-26 V. Yu. Korolev , A. I. Zeifman

A new generalization of the family of Kumaraswamy-G (Cordeiro and de Castro, 2011) distribution that includes three recently proposed families namely the Garhy generated family (Elgarhy et al., 2016), Beta-Dagum and Beta-Singh-Maddala…

Statistics Theory · Mathematics 2016-08-23 Laba Handique , Subrata Chakraborty

We present a new nonempirical density functional generalized gradient approximation (GGA) that gives significant improvements for lattice constants, crystal structures, and metal surface energies over the most popular Perdew-Burke-Ernzerhof…

Materials Science · Physics 2009-11-11 Zhigang Wu , Ronald E. Cohen

We develop a class of non-Gaussian translation processes that extend classical stochastic differential equations (SDEs) by prescribing arbitrary absolutely continuous marginal distributions. Our approach uses a copula-based transformation…

Statistics Theory · Mathematics 2025-08-06 Robert Richardson , H. Dennis Tolley , Kenneth Kuttler

We consider a model of stochastic volatility which combines features of the multiplicative model for large volatilities and of the Heston model for small volatilities. The steady-state distribution in this model is a Beta Prime and is…

Mathematical Finance · Quantitative Finance 2024-04-15 M. Dashti Moghaddam , R. A. Serota

We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…

Statistics Theory · Mathematics 2022-06-06 R. J. Cintra , L. C. Rêgo , G. M. Cordeiro , A. D. C. Nascimento