q-exponential distribution

In a similar procedure to how the exponential distribution can be derived (using the standard Boltzmann–Gibbs entropy or Shannon entropy and constraining the domain of the variable to be positive), the q-exponential distribution can be derived from a maximization of the Tsallis Entropy subject to the appropriate constraints.

The q-exponential is a special case of the generalized Pareto distribution where

${\displaystyle \mu =0,\quad \xi ={\frac {q-1}{2-q}},\quad \sigma ={\frac {1}{\lambda (2-q)}}.}$

The q-exponential is the generalization of the Lomax distribution (Pareto Type II), as it extends this distribution to the cases of finite support. The Lomax parameters are:

${\displaystyle \alpha ={\frac {2-q}{q-1}},\quad \lambda _{\mathrm {Lomax} }={\frac {1}{\lambda (q-1)}}.}$

As the Lomax distribution is a shifted version of the Pareto distribution, the q-exponential 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, if

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

then ${\displaystyle X\sim Y.}$

Random deviates can be drawn using inverse transform sampling. Given a variable U that is uniformly distributed on the interval (0,1), then

${\displaystyle X={\frac {-q'\ln _{q'}(U)}{\lambda }}\sim \operatorname {{\mathit {q}}-Exp} (q,\lambda )}$

where ${\displaystyle \ln _{q'}}$ is the q-logarithm and ${\displaystyle q'={\frac {1}{2-q}}.}$

Being a power transform, it is a usual technique in statistics for stabilizing the variance, making the data more normal distribution-like and improving the validity of measures of association such as the Pearson correlation between variables. It has been found to be an accurate model for train delays.[3] It is also found in atomic physics and quantum optics, for example processes of molecular condensate creation via transition through the Feshbach resonance.[4]

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

• Juniper, J. (2007) "The Tsallis Distribution and Generalised Entropy: Prospects for Future Research into Decision-Making under Uncertainty", Centre of Full Employment and Equity, The University of Newcastle, Australia

• Tsallis Statistics, Statistical Mechanics for Non-extensive Systems and Long-Range Interactions