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On generalisations of the log-Normal distribution by means of a new product definition in the Kapteyn process

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  • Duarte Queirós, Sílvio M.

Abstract

We discuss the modification of the Kapteyn multiplicative process using the q-product of Borges [E.P. Borges, A possible deformed algebra and calculus inspired in nonextensive thermostatistics, Physica A 340 (2004) 95]. Depending on the value of the index q a generalisation of the log-Normal distribution is yielded. Namely, the distribution increases the tail for small (when q<1) or large (when q>1) values of the variable upon analysis. The usual log-Normal distribution is retrieved when q=1, which corresponds to the traditional Kapteyn multiplicative process. The main statistical features of this distribution as well as related random number generators and tables of quantiles of the Kolmogorov–Smirnov distance are presented. Finally, we illustrate the validity of this scenario by describing a set of variables of biological and financial origin.

Suggested Citation

  • Duarte Queirós, Sílvio M., 2012. "On generalisations of the log-Normal distribution by means of a new product definition in the Kapteyn process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(13), pages 3594-3606.
    • Handle: RePEc:eee:phsmap:v:391:y:2012:i:13:p:3594-3606
    DOI: 10.1016/j.physa.2012.01.050
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    1. Borges, Ernesto P., 2004. "A possible deformed algebra and calculus inspired in nonextensive thermostatistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 340(1), pages 95-101.
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