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Pareto Randomization of the Scaling Parameter for the Gaussian Distribution

Year 2021, Volume: 4 Issue: 2, 43 - 52, 31.12.2021
https://doi.org/10.53508/ijiam.1020679

Abstract

Gaussian distribution is a common choice when dealing with symmetric data. However, other alternatives must be considered in applications with high tail-weight. One option is the randomization of the scale parameter for the Gaussian distribution, enabling a more flexible model for the tails albeit maintaining symmetry. Although any positive random variable can be used as a random scale parameter, Pareto distribution is a suitable choice in order to increase variance and tail-weight. Therefore, the aim of this work is to study the Pareto randomization of the scale parameter for symmetric distributions, in particular for the Gaussian distribution. Estimation problem is tackled and a simulation study is discussed. Finally, an application concerning the directions chosen by ants after a stimulus is provided. The results reveal that the proposed methodology works well both on simulated and real data.

Supporting Institution

Fundação para a Ciência e Tecnologia

Project Number

UIDB/00006/2020

References

  • Jones, M., Pewsey, A.: A Family of Symmetric Distributions on the Circle. Journal of the American Statistical Association 100, 472, 1422--1428 (2005)
Year 2021, Volume: 4 Issue: 2, 43 - 52, 31.12.2021
https://doi.org/10.53508/ijiam.1020679

Abstract

Project Number

UIDB/00006/2020

References

  • Jones, M., Pewsey, A.: A Family of Symmetric Distributions on the Circle. Journal of the American Statistical Association 100, 472, 1422--1428 (2005)
There are 1 citations in total.

Details

Primary Language English
Subjects Applied Mathematics
Journal Section Articles
Authors

Miguel Felgueiras

Rui Santos This is me

Joao Paulo Martins This is me

Project Number UIDB/00006/2020
Publication Date December 31, 2021
Acceptance Date January 18, 2022
Published in Issue Year 2021 Volume: 4 Issue: 2

Cite

APA Felgueiras, M., Santos, R., & Martins, J. P. (2021). Pareto Randomization of the Scaling Parameter for the Gaussian Distribution. International Journal of Informatics and Applied Mathematics, 4(2), 43-52. https://doi.org/10.53508/ijiam.1020679
AMA Felgueiras M, Santos R, Martins JP. Pareto Randomization of the Scaling Parameter for the Gaussian Distribution. IJIAM. December 2021;4(2):43-52. doi:10.53508/ijiam.1020679
Chicago Felgueiras, Miguel, Rui Santos, and Joao Paulo Martins. “Pareto Randomization of the Scaling Parameter for the Gaussian Distribution”. International Journal of Informatics and Applied Mathematics 4, no. 2 (December 2021): 43-52. https://doi.org/10.53508/ijiam.1020679.
EndNote Felgueiras M, Santos R, Martins JP (December 1, 2021) Pareto Randomization of the Scaling Parameter for the Gaussian Distribution. International Journal of Informatics and Applied Mathematics 4 2 43–52.
IEEE M. Felgueiras, R. Santos, and J. P. Martins, “Pareto Randomization of the Scaling Parameter for the Gaussian Distribution”, IJIAM, vol. 4, no. 2, pp. 43–52, 2021, doi: 10.53508/ijiam.1020679.
ISNAD Felgueiras, Miguel et al. “Pareto Randomization of the Scaling Parameter for the Gaussian Distribution”. International Journal of Informatics and Applied Mathematics 4/2 (December 2021), 43-52. https://doi.org/10.53508/ijiam.1020679.
JAMA Felgueiras M, Santos R, Martins JP. Pareto Randomization of the Scaling Parameter for the Gaussian Distribution. IJIAM. 2021;4:43–52.
MLA Felgueiras, Miguel et al. “Pareto Randomization of the Scaling Parameter for the Gaussian Distribution”. International Journal of Informatics and Applied Mathematics, vol. 4, no. 2, 2021, pp. 43-52, doi:10.53508/ijiam.1020679.
Vancouver Felgueiras M, Santos R, Martins JP. Pareto Randomization of the Scaling Parameter for the Gaussian Distribution. IJIAM. 2021;4(2):43-52.

International Journal of Informatics and Applied Mathematics