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, geophysics, astrophysics, among many others. The κ-Gaussian distribution is a particular case of the κ-Generalized Gamma distribution.
Definitions
Probability density function The general form of the centered Kaniadakis κ-Gaussian probability density function is:
f κ ( x ) = Z κ exp κ ( − β x 2 ) {\displaystyle f_{_{\kappa }}(x)=Z_{\kappa }\exp _{\kappa }(-\beta x^{2})}
where | κ | < 1 {\displaystyle |\kappa |<1} is the entropic index associated with the Kaniadakis entropy, β > 0 {\displaystyle \beta >0} is the scale parameter, and
Z κ = 2 β κ π ( 1 + 1 2 κ ) Γ ( 1 2 κ + 1 4 ) Γ ( 1 2 κ − 1 4 ) {\displaystyle Z_{\kappa }={\sqrt {\frac {2\beta \kappa }{\pi }}}{\Bigg (}1+{\frac {1}{2}}\kappa {\Bigg )}{\frac {\Gamma {\Big (}{\frac {1}{2\kappa }}+{\frac {1}{4}}{\Big )}}{\Gamma {\Big (}{\frac {1}{2\kappa }}-{\frac {1}{4}}{\Big )}}}}
is the normalization constant. The standard Normal distribution is recovered in the limit κ → 0. {\displaystyle \kappa \rightarrow 0.}
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