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Heavy-Tailed Fluctuations in the Spiking Output Intensity of Semiconductor Lasers with Optical Feedback. [PDF]

open access: yesPLoS ONE, 2016
Although heavy-tailed fluctuations are ubiquitous in complex systems, a good understanding of the mechanisms that generate them is still lacking. Optical complex systems are ideal candidates for investigating heavy-tailed fluctuations, as they allow ...
Boon Leong Lan, Cristina Masoller
doaj   +1 more source

Feller-Pareto and Related Distributions: Numerical Implementation and Actuarial Applications

open access: yesJournal of Statistical Software, 2022
Actuaries model insurance claim amounts using heavy tailed probability distributions. They routinely need to evaluate quantities related to these distributions such as quantiles in the far right tail, moments or limited moments.
Christophe Dutang   +2 more
doaj   +1 more source

A New Class of Heavy-Tailed Distributions: Modeling and Simulating Actuarial Measures

open access: yesComplexity, 2021
Statistical distributions play a prominent role for modeling data in applied fields, particularly in actuarial, financial sciences, and risk management fields.
Jin Zhao   +4 more
doaj   +1 more source

Estimation of heavy tails in optical non-linear processes

open access: yesNew Journal of Physics, 2021
In optical non-linear processes, rogue waves can be observed, which can be mathematically described by heavy-tailed distributions. These distributions are special since the probability of registering extremely high intensities is significantly higher ...
Éva Rácz   +2 more
doaj   +1 more source

A Locally Both Leptokurtic and Fat-Tailed Distribution with Application in a Bayesian Stochastic Volatility Model

open access: yesEntropy, 2021
In the paper, we begin with introducing a novel scale mixture of normal distribution such that its leptokurticity and fat-tailedness are only local, with this “locality” being separately controlled by two censoring parameters.
Łukasz Lenart   +2 more
doaj   +1 more source

Behavior of Goal Programming with Heavy Tailed Distribution

open access: yesJournal of Basic and Applied Research in Biomedicine, 2022
Goal programming (GP) is an extension of linear programming (LP). The GP is an important technique for decision makers. Goal programming technique has a useful advantage in minimize the unwanted deviations between the achievement of goals and their ...
Lobna AL-Tyeb
doaj  

A New Family of Modified Slash Distributions with Applications

open access: yesMathematics, 2023
This article presents a new family of symmetric heavy-tailed distributions. This model is based on the ratio of two independent random variables; one with a normal distribution in the numerator and another with a Birnbaum–Saunders distribution in the ...
Jimmy Reyes, Yuri A. Iriarte
doaj   +1 more source

Use of linear mixed models for genetic evaluation of gestation length and birth weight allowing for heavy-tailed residual effects

open access: yesGenetics Selection Evolution, 2010
Background The distribution of residual effects in linear mixed models in animal breeding applications is typically assumed normal, which makes inferences vulnerable to outlier observations.
Garrick Dorian J   +4 more
doaj   +1 more source

Fitting Heavy Tailed Distributions: The poweRlaw Package

open access: yesJournal of Statistical Software, 2015
Over the last few years, the power law distribution has been used as the data generating mechanism in many disparate fields. However, at times the techniques used to fit the power law distribution have been inappropriate.
Colin S. Gillespie
doaj   +1 more source

The Arcsine Exponentiated-X Family: Validation and Insurance Application

open access: yesComplexity, 2020
In this paper, we propose a family of heavy tailed distributions, by incorporating a trigonometric function called the arcsine exponentiated-X family of distributions.
Wenjing He   +3 more
doaj   +1 more source

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