Generalized Probability Functions

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

Advances in Mathematical Physics, 2009, vol. 2009, 1-13

Abstract:

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.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlamp:206176

DOI: 10.1155/2009/206176

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