Some properties of q-Gaussian distributions

Ben Mrad Oumaima, Afif Masmoudi and Yousri Slaoui

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 17, 6315-6337

Abstract: In this research article, we introduced the notion of q-probabilty distributions in quantum calculus. We characterized the concept of q-density by connecting it to a probability measure and investigated some of their outstanding properties. In this case, the Transfer theorem was extended in order to compute afterwards the q-moments, q-entropy, q-moment generating function, and q-quantiles. We are also interested in finding the centered q-Gaussian distribution Nq(0,σ2) with variance σ2. We also proved that this q-distribution belongs to a class of classical discrete distributions. The centered q-Gaussian law Nq(0,σ2) is also naturally related to the q-Gaussian distribution Nq(μ,σ2) with mean μ and standard deviation σ. We corroborated that the q-moments of these q-distributions are q-analogs of the moments of classical distributions. Numerical studies demonstrated that Nq(0,σ2) interpolates between the classical Uniform and Gaussian distributions when q goes to 0 and 1, respectively. Subsequently, simulation studies for various q parameter values and samples sizes of the Gaussian q-distributions were conducted to demonstrate the effectiveness of the proposed model. Eventually, we provided some pertinent closing remarks and offered new perspectives for future works.

Date: 2024
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DOI: 10.1080/03610926.2023.2244097

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