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Kaniadakis Gaussian distribution information


κ-Gaussian distribution
Probability density function
Cumulative distribution function
Parameters shape (real)
rate (real)
Support
PDF
CDF
Mean
Median
Mode
Variance
Skewness
Excess kurtosis

The Kaniadakis Gaussian distribution (also known as κ-Gaussian distribution) is a probability distribution which arises as a generalization of the Gaussian distribution from the maximization of the Kaniadakis entropy under appropriated constraints. It is one example of a Kaniadakis κ-distribution. The κ-Gaussian distribution has been applied successfully for describing several complex systems in economy,[1] geophysics,[2] astrophysics, among many others.

The κ-Gaussian distribution is a particular case of the κ-Generalized Gamma distribution.[3]

  1. ^ Moretto, Enrico; Pasquali, Sara; Trivellato, Barbara (2017). "A non-Gaussian option pricing model based on Kaniadakis exponential deformation". The European Physical Journal B. 90 (10): 179. Bibcode:2017EPJB...90..179M. doi:10.1140/epjb/e2017-80112-x. ISSN 1434-6028. S2CID 254116243.
  2. ^ da Silva, Sérgio Luiz E. F.; Carvalho, Pedro Tiago C.; de Araújo, João M.; Corso, Gilberto (2020-05-27). "Full-waveform inversion based on Kaniadakis statistics". Physical Review E. 101 (5): 053311. Bibcode:2020PhRvE.101e3311D. doi:10.1103/PhysRevE.101.053311. ISSN 2470-0045. PMID 32575242. S2CID 219746493.
  3. ^ Cite error: The named reference :0 was invoked but never defined (see the help page).

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