Generalized probability functions

DOI10.1155/2009/206176MaRDI QIDQ606090zbMATH OpenOpenAlexWikidataFDO

Authors Alexandre Souto Martinez, Rodrigo Silva González, César Augusto Sangaletti Terçariol

Publication date 16 November 2010

Published in Advances in Mathematical Physics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2009/206176

zbMATH Keywords

Gaussian PDFLaplace PDFprobability density function (PDF)Zipf-Mandelbrot PDF

Mathematics Subject Classification ID

Classical equilibrium statistical mechanics (general) (82B05)

Review text

Summary: From the integration of nonsymmetrical hyperboles, a one-parameter generalization of the logarithmic function is obtained. Inverting this function, one obtains the generalized exponential function. Motivated by the mathematical curiosity, we show that these generalized functions are suitable to generalize some probability density functions (pdfs). A very reliable rank distribution can be conveniently described by the generalized exponential function. Finally, we turn the attention to the generalization of one- and two-tail stretched exponential functions. We obtain, as particular cases, the generalized error function, the Zipf-Mandelbrot pdf, the generalized Gaussian and Laplace pdf. Their cumulative functions and moments were also obtained analytically.

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Cited in

(8)

• Probability set functions
• Decision making generalized by a cumulative probability weighting function
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• On the Theory of Generalized Random Functions
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• The generalized epsilon function: an alternative to the exponential function
• scientific article; zbMATH DE number 6321298 (Why is no real title available?)
• Generalized Functional Discriminating Measure For Finite Probability Distributions

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