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In this paper we propose a new lifetime model, called the odd generalized exponential gompertz distribution, We obtain some of its mathematical properties. Some structural properties of the new distribution are studied. The method of…

Statistics Theory · Mathematics 2015-10-28 M. A. El-Damcese , Abdelfattah Mustafa , B. S. El-Desouky , M. E. Mustafa

A large consensus now seems to take for granted that the distributions of empirical returns of financial time series are regularly varying, with a tail exponent close to 3. We revisit this results and use standard tests as well as develop a…

Physics and Society · Physics 2008-12-10 Y. Malevergne , V. F. Pisarenko , D. Sornette

In this paper we present detailed simulation results on the wealth distribution model with quenched saving propensities. Unlike other wealth distribution models where the saving propensities are either zero or constant, this model is not…

Physics and Society · Physics 2008-12-02 K. Bhattacharya , G. Mukherjee , S. S. Manna

Mounting evidences are being gathered suggesting that income and wealth distribution in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas in equilibrium, but also deviating…

Physics and Society · Physics 2008-12-02 Arnab Chatterjee , Sitabhra Sinha , Bikas K. Chakrabarti

Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank within a decade follows an exponential distribution with decay…

General Finance · Quantitative Finance 2012-09-14 Boris Podobnik , Davor Horvatic , Dror Y. Kenett , H. Eugene Stanley

Most astrophysical plasmas are observed to have velocity distribution functions exhibiting non-Maxwellian suprathermal tails. The high energy particle populations are accurately represented by the family of kappa-distributions where the use…

Astrophysics · Physics 2009-11-07 Manfred P. Leubner

We introduce the forcing property of descending distributivity. A forcing $\mathbb{P}$ is $\kappa$-descending distributive if for all decreasing sequences $(D_\alpha)_{\alpha<\kappa}$ of open dense sets, $\bigcap_\alpha D_\alpha$ is open…

Logic · Mathematics 2025-06-16 Calliope Ryan-Smith

We analyze the income distribution of employees for 9 consecutive years (2001-2009) using a complete social security database for an economically important district of Romania. The database contains detailed information on more than half…

Physics and Society · Physics 2015-06-04 N. Derzsy , Z. Neda , M. A. Santos

The "Money Exchange Model" is a type of agent-based simulation model used to study how wealth distribution and inequality evolve through monetary exchanges between individuals. The primary focus of this model is to identify the limiting…

Probability · Mathematics 2025-01-07 Hironobu Sakagawa

We form the Jacobi theta distribution through discrete integration of exponential random variables over an infinite inverse square law surface. It is continuous, supported on the positive reals, has a single positive parameter, is unimodal,…

Probability · Mathematics 2021-11-11 Caleb Deen Bastian , Grzegorz Rempala , Herschel Rabitz

This paper studies the properties of the probability density function $p_{\alpha,\nu, n}(\mathbf{x})$ of the $n$-variate generalized Linnik distribution whose characteristic function $\varphi_{\alpha,\nu,n}(\boldsymbol{t})$ is given by…

Probability · Mathematics 2010-11-05 S. C. Lim , L. P. Teo

DUS transformation of lifetime distributions received attention by engineers and researchers in recent years. The present study introduces a new class of distribution using exponentiation of DUS transformation. A new distribution using the…

Methodology · Statistics 2021-11-30 Beenu Thomas , Chacko V M

I show that U.S. incomes follow a one-parameter family of probability distributions over more than fifty years of data. I compare statistical models of income, and I highlight the inverse-gamma distribution as a parsimonious model that…

General Economics · Economics 2024-11-14 Conrad Kosowsky

In this work, we propose a simplification of the Pollaczek-Khinchine formula for the ultimate time survival (or ruin) probability calculation in exchange for a few assumptions on the random variables which generate the renewal risk model.…

Probability · Mathematics 2024-01-08 Andrius Grigutis

We propose a generic Bayesian framework for inference in distributional regression models in which each parameter of a potentially complex response distribution and not only the mean is related to a structured additive predictor. The latter…

Applications · Statistics 2015-09-18 Nadja Klein , Thomas Kneib , Stefan Lang , Alexander Sohn

This paper presents an empirical application of the Gause-Witt model of population ecology and ecosystems to the income distribution competitive dynamics of social classes in economic systems. The Gause-Witt mathematical system of coupled…

Physics and Society · Physics 2025-06-27 Marcelo B. Ribeiro

In this second part of our survey on the social and natural distributions, we investigate some models, which intend to explain the statistical regularity of the natural and social distributions. There is a large variety of models and in…

Physics and Society · Physics 2016-07-05 L. Benguigui , M. Marinov

The weighted forms of generalized survival and failure entropies of order ($\alpha,\beta$) are proposed and some properties are obtained. We further propose the dynamic versions of weighted generalized survival and failures entropies and…

Statistics Theory · Mathematics 2020-06-15 Siddhartha Chakraborty , Biswabrata Pradhan

Labour productivity distribution (dispersion) is studied both theoretically and empirically. Superstatistics is presented as a natural theoretical framework for productivity. The demand index $\kappa$ is proposed within this framework as a…

General Finance · Quantitative Finance 2009-01-13 Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Hiroshi Iyetomi , Wataru Souma

Motivated by the increasing availability of data of functional nature, we develop a general probabilistic and statistical framework for extremes of regularly varying random elements $X$ in $L^2[0,1]$. We place ourselves in a…

Statistics Theory · Mathematics 2023-08-03 Stephan Clémençon , Nathan Huet , Anne Sabourin