相关论文: From Pareto to Weibull -- a constructive review of…
We introduce a new five-parameter family of size distributions on the semi-finite interval $[x_0, \infty), x_0 \geqslant 0$, with two attractive features. First, it interpolates between power laws, such as the Pareto distribution, and power…
Sinner et al. (2016) recently introduced a five-parameter family of size distributions, coined Interpolating Family or IF distribution for short. In this complementary note, we take advantage of the tractability of the IF distribution to…
The different between the inverse power function and the negative exponential function is significant. The former suggests a complex distribution, while the latter indicates a simple distribution. However, the association of the power-law…
When the probability of measuring a particular value of some quantity varies inversely as a power of that value, the quantity is said to follow a power law, also known variously as Zipf's law or the Pareto distribution. Power laws appear…
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…
In this paper, we introduce a new class of distributions by compounding the exponentiated extended Weibull family and power series family. This distribution contains several lifetime models such as the complementary extended Weibull-power…
Over the last few decades power law distributions have been suggested as forming generative mechanisms in a variety of disparate fields, such as, astrophysics, criminology and database curation. However, fitting these heavy tailed…
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…
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…
A model based on first-degree family relations network is used to describe the wealth distribution in societies. The network structure is not a-priori introduced in the model, it is generated in parallel with the wealth values through…
We report empirical studies on the personal income distribution, and clarify that the distribution pattern of the lognormal with power law tail is the universal structure. We analyze the temporal change of Pareto index and Gibrat index to…
We introduce a new statistical tool (the TP-statistic and TE-statistic) designed specifically to compare the behavior of the sample tail of distributions with power-law and exponential tails as a function of the lower threshold u. One…
Zipf's law is one the most conspicuous empirical facts for cities, however, there is no convincing explanation for the scaling relation between rank and size and its scaling exponent. Based on the idea from general fractals and scaling,…
We introduce a non-growth model that generates the power-law distribution with the Zipf exponent. There are N elements, each of which is characterized by a quantity, and at each time step these quantities are redistributed through binary…
The notion of fractality, in the context of positive-valued probability distributions, is conventionally associated with the class of Paretian probability laws. In this research we show that the Paretian class is merely one out of six…
In a comparative study, the q-exponential and Weibull distributions are employed to investigate frequency distributions of basketball baskets, cyclone victims, brand-name drugs by retail sales, and highway length. In order to analyze the…
Close examination of wealth distributions reveal the existence of two distinct power law regimes. The Pareto exponents of the super-rich, identified for example in rich lists such as provided by Forbes are smaller than the Pareto exponents…
In branching process theory, linear-fractional distributions are commonly used to model individual reproduction, especially when the goal is to obtain more explicit formulas than those derived under general model assumptions. In this…
The double Pareto distribution is a heavy-tailed distribution with a power-law tail, that is generated via geometric Brownian motion with an exponentially distributed observation time. In this study, we examine a modified model wherein the…
The Zipf distribution also known as scale-free distribution or discrete Pareto distribution, is the particular case of Power Law distribution with support the strictly positive integers. It is a one-parameter distribution with a linear…