The Amoroso Distribution

Herein, we review the properties of the Amoroso distribution, the natural unification of the gamma and extreme value distribution families. Over 50 distinct, named distributions (and twice as many synonyms) occur as special cases or limiting forms. Consequently, this single simple functional form encapsulates and systematizes an extensive menagerie of interesting and common probability distributions.

[1]  M. Abramowitz,et al.  Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55) , 1965 .

[2]  R. Fisher 036: On a Distribution Yielding the Error Functions of Several Well Known Statistics. , 1924 .

[3]  K. Pearson Contributions to the Mathematical Theory of Evolution , 1894 .

[4]  James B. McDonald,et al.  Some Generalized Functions for the Size Distribution of Income , 1984 .

[5]  J. Gurland Multidimensional Gaussian Distributions (Kenneth S. Miller) , 1966 .

[6]  R. Prentice A LOG GAMMA MODEL AND ITS MAXIMUM LIKELIHOOD ESTIMATION , 1974 .

[7]  George Marsaglia,et al.  A simple method for generating gamma variables , 2000, TOMS.

[8]  M. Nakagami The m-Distribution—A General Formula of Intensity Distribution of Rapid Fading , 1960 .

[9]  D. Mcalister,et al.  XIII. The law of the geometric mean , 1879, Proceedings of the Royal Society of London.

[10]  R. Fisher,et al.  Limiting forms of the frequency distribution of the largest or smallest member of a sample , 1928, Mathematical Proceedings of the Cambridge Philosophical Society.

[11]  Donald E. Knuth,et al.  The art of computer programming. Vol.2: Seminumerical algorithms , 1981 .

[12]  Ehsan S. Soofi,et al.  Information measures for generalized gamma family , 2007 .

[13]  Tapabrata Maiti,et al.  Bayesian Data Analysis (2nd ed.) (Book) , 2004 .

[14]  A. Brix Bayesian Data Analysis, 2nd edn , 2005 .

[15]  R. Baierlein Probability Theory: The Logic of Science , 2004 .

[16]  E. B. Wilson,et al.  The Distribution of Chi-Square. , 1931, Proceedings of the National Academy of Sciences of the United States of America.

[17]  Francis Galton,et al.  XII. The geometric mean, in vital and social statistics , 1879, Proceedings of the Royal Society of London.

[18]  Viorel Gh. Voda New models in durability tool-testing: pseudo-Weibull distribution , 1989, Kybernetika.

[19]  William Feller,et al.  An Introduction to Probability Theory and Its Applications , 1967 .

[20]  Lord Rayleigh F.R.S. XII. On the resultant of a large number of vibrations of the same pitch and of arbitrary phase , 1880 .

[21]  A. K. Erlang The theory of probabilities and telephone conversations , 1909 .

[22]  E. Stacy A Generalization of the Gamma Distribution , 1962 .

[23]  K. Pearson Contributions to the Mathematical Theory of Evolution. II. Skew Variation in Homogeneous Material , 1895 .

[24]  R. Gibrat,et al.  Les inégalités économiques : applications, aux inégalitês des richesses, a la concentration des entreprises, aux populations des villes, aux statistiques des familles, etc. : d'une loi nouvelle la loi de l'effet proportionnel , 1931 .

[25]  Arjun K. Gupta,et al.  Handbook of beta distribution and its applications , 2004 .

[26]  J. Pinton,et al.  Universality of rare fluctuations in turbulence and critical phenomena , 1998, Nature.

[27]  K. Chung Review: William Feller, An Introduction to Probability Theory and its Applications 2 , 1973 .

[28]  Karl Pearson,et al.  Mathematical contributions to the theory of evolution.—X. Supplement to a memoir on skew variation , 1901, Proceedings of the Royal Society of London.

[29]  E. Gumbel,et al.  Statistics of extremes , 1960 .

[30]  S. Kotz,et al.  Statistical Size Distributions in Economics and Actuarial Sciences , 2003 .

[31]  M. Evans Statistical Distributions , 2000 .

[32]  W. R. Hargraves,et al.  Methods for Estimating Wind Speed Frequency Distributions. , 1978 .

[33]  M. Fréchet Sur la loi de probabilité de l'écart maximum , 1928 .

[34]  N. L. Johnson,et al.  Continuous Univariate Distributions. , 1995 .

[35]  James Clerk Maxwell,et al.  V. Illustrations of the dynamical theory of gases.—Part I. On the motions and collisions of perfectly elastic spheres , 1860 .

[36]  Kai Lai Chung,et al.  Book Review — An Introduction to Probability Theory and its Applications 2, 2nd ed. , 2004 .

[37]  Karl Pearson,et al.  Mathematical Contributions to the Theory of Evolution. XIX. Second Supplement to a Memoir on Skew Variation , 1901 .

[38]  O. Barndorff-Nielsen,et al.  On the Limit Behaviour of Extreme Order Statistics , 1963 .

[39]  John William Strutt,et al.  Scientific Papers: On the Resultant of a large number of Vibrations of the same Pitch and of arbitrary Phase , 2009 .

[40]  John K Kruschke,et al.  Bayesian data analysis. , 2010, Wiley interdisciplinary reviews. Cognitive science.

[41]  D. Kendall,et al.  The Statistical Analysis of Variance‐Heterogeneity and the Logarithmic Transformation , 1946 .

[42]  L. M. M.-T. Theory of Probability , 1929, Nature.

[43]  Douglas M. Hawkins,et al.  A Note on the Transformation of Chi-Squared Variables to Normality , 1986 .

[44]  W. Weibull A Statistical Distribution Function of Wide Applicability , 1951 .

[45]  L. Joseph,et al.  Bayesian Statistics: An Introduction , 1989 .

[46]  D. Sornette,et al.  Stretched exponential distributions in nature and economy: “fat tails” with characteristic scales , 1998, cond-mat/9801293.

[47]  A. D. Moivre The Doctrine of Chances , 2016, The Doctrine of Chances.