Generalized Probability Functions

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 gene...

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Bibliographic Details
Main Authors: Alexandre Souto Martinez, Rodrigo Silva González, César Augusto Sangaletti Terçariol
Format: Article
Language:English
Published: Hindawi Limited 2009-01-01
Series:Advances in Mathematical Physics
Online Access:http://dx.doi.org/10.1155/2009/206176
Description
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.
ISSN:1687-9120
1687-9139