2017/03/17 by Wagner S. de Lima, de Lima, Wagner S., Emerson L. de Santa Helena +1
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Data Analysis #FOS: Physical sciences #Financial Risk and Volatility Modeling #Statistical Mechanics and Entropy #Statistics and Probability (physics.data-an)
paper · pdf · doi:10.48550/arxiv.1703.06172
openalex publication_date 2017/03/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
q-Gaussian distribution appear in many science areas where we can find systems that could be described within a nonextensive framework. Usually, a way to assert that these systems belongs to nonextensive framework is by means of numerical data analysis. To this end, we implement random number generator for q-Gaussian distribution, while we present how to computing its probability density function, cumulative density function and quantile function besides a tail weight measurement using robust statistics.