q-Weibull distribution

The mean of the q-Weibull distribution is

${\displaystyle \mu (q,\kappa ,\lambda )={\begin{cases}\lambda \,\left(2+{\frac {1}{1-q}}+{\frac {1}{\kappa }}\right)(1-q)^{-{\frac {1}{\kappa }}}\,B\left[1+{\frac {1}{\kappa }},2+{\frac {1}{1-q}}\right]&q<1\\\lambda \,\Gamma (1+{\frac {1}{\kappa }})&q=1\\\lambda \,(2-q)(q-1)^{-{\frac {1+\kappa }{\kappa }}}\,B\left[1+{\frac {1}{\kappa }},-\left(1+{\frac {1}{q-1}}+{\frac {1}{\kappa }}\right)\right]&1<q<1+{\frac {1+2\kappa }{1+\kappa }}\\\infty &1+{\frac {\kappa }{\kappa +1}}\leq q<2\end{cases}}}$

where ${\displaystyle B()}$ is the Beta function and ${\displaystyle \Gamma ()}$ is the Gamma function. The expression for the mean is a continuous function of q over the range of definition for which it is finite.

The q-Weibull is equivalent to the Weibull distribution when q = 1 and equivalent to the q-exponential when ${\displaystyle \kappa =1}$

The q-Weibull is a generalization of the Weibull, as it extends this distribution to the cases of finite support (q < 1) and to include heavy-tailed distributions ${\displaystyle (q\geq 1+{\frac {\kappa }{\kappa +1}})}$.

The q-Weibull is a generalization of the Lomax distribution (Pareto Type II), as it extends this distribution to the cases of finite support and adds the ${\displaystyle \kappa }$ parameter. The Lomax parameters are:

${\displaystyle \alpha ={{2-q} \over {q-1}}~,~\lambda _{\text{Lomax}}={1 \over {\lambda (q-1)}}}$

As the Lomax distribution is a shifted version of the Pareto distribution, the q-Weibull for ${\displaystyle \kappa =1}$ is a shifted reparameterized generalization of the Pareto. When q > 1, the q-exponential is equivalent to the Pareto shifted to have support starting at zero. Specifically:

${\displaystyle {\text{If }}X\sim \operatorname {{\mathit {q}}-Weibull} (q,\lambda ,\kappa =1){\text{ and }}Y\sim \left[\operatorname {Pareto} \left(x_{m}={1 \over {\lambda (q-1)}},\alpha ={{2-q} \over {q-1}}\right)-x_{m}\right],{\text{ then }}X\sim Y\,}$

• Constantino Tsallis
• Tsallis statistics
• Tsallis entropy
• Tsallis distribution
• q-Gaussian