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Del Castillo J, Puig P. Distinguishing between a power law and a Pareto distribution. Phys Rev E 2023; 107:064113. [PMID: 37464592 DOI: 10.1103/physreve.107.064113] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/27/2023] [Accepted: 04/27/2023] [Indexed: 07/20/2023]
Abstract
This paper introduces the location Pareto distribution as a natural extension of the power law distribution and gives a likelihood ratio test for choosing between the two models. Some properties of the distribution and test are thoroughly investigated, and applications to real data are provided. For large values of the observations the two models perform similarly; this explains why some classical approaches are very insensitive to the differentiation between them. The likelihood ratio test between the two models is simple to use and has a high level of discrimination power. It is recommended when the complementary cumulative distribution function exhibits linearity on a log-log scale.
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Affiliation(s)
- Joan Del Castillo
- Departament de Matemàtiques, Universitat Autònoma de Barcelona, Cerdanyola del Vallès, Spain
| | - Pedro Puig
- Departament de Matemàtiques, Universitat Autònoma de Barcelona, Cerdanyola del Vallès, Spain
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Self-Organized Criticality of Precipitation in the Rainy Season in East China. ATMOSPHERE 2022. [DOI: 10.3390/atmos13071038] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/16/2022]
Abstract
Based on daily precipitation data from 1960 to 2017 in the rainy season in east China, to a given percentile threshold of one observation station, the time that precipitation spends below threshold is defined as quiet time τ. The probability density functions τ in different thresholds follow power-law distributions with exponent β of approximately 1.2 in the day, pentad and ten-day period time scales, respectively. The probability density functions τ in different regions follow the same rules, too. Compared with sandpile model, Γ function describing the collapse behavior can effectively scale the quiet time distribution of precipitation events. These results confirm the assumption that for observation station data and low-resolution precipitation data, even in China, affected by complex weather and climate systems, precipitation is still a real world example of self-organized criticality in synoptic. Moreover, exponent β of the probability density function τ, mean quiet time τ¯q and hazard function Hq of quiet times can give sensitive regions of precipitation events in China. Usual intensity precipitation events (UPEs) easily occur and cluster mainly in the middle Yangtze River basin, east of the Sichuan Province and north of the Gansu Province. Extreme intensity precipitation events (EPEs) more easily occur in northern China in the rainy season. UPEs in the Hubei Province and the Hunan Province are more likely to occur in the future. EPEs in the eastern Sichuan Province, the Guizhou Province, the Guangxi Province and Northeast China are more likely to occur.
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Navas-Portella V, Serra I, Corral Á, Vives E. Increasing power-law range in avalanche amplitude and energy distributions. Phys Rev E 2018; 97:022134. [PMID: 29548208 DOI: 10.1103/physreve.97.022134] [Citation(s) in RCA: 11] [Impact Index Per Article: 1.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 11/20/2017] [Indexed: 11/07/2022]
Abstract
Power-law-type probability density functions spanning several orders of magnitude are found for different avalanche properties. We propose a methodology to overcome empirical constraints that limit the range of truncated power-law distributions. By considering catalogs of events that cover different observation windows, the maximum likelihood estimation of a global power-law exponent is computed. This methodology is applied to amplitude and energy distributions of acoustic emission avalanches in failure-under-compression experiments of a nanoporous silica glass, finding in some cases global exponents in an unprecedented broad range: 4.5 decades for amplitudes and 9.5 decades for energies. In the latter case, however, strict statistical analysis suggests experimental limitations might alter the power-law behavior.
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Affiliation(s)
- Víctor Navas-Portella
- Centre de Recerca Matemàtica, Edifici C, Campus Bellaterra, E-08193 Bellaterra, Catalonia, Spain.,Barcelona Graduate School of Mathematics, Edifici C, Campus Bellaterra, E-08193 Barcelona, Spain.,Facultat de Matemàtiques i Informàtica, Universitat de Barcelona, Gran Via de les Corts Catalanes, 585, E-08007 Barcelona, Spain
| | - Isabel Serra
- Centre de Recerca Matemàtica, Edifici C, Campus Bellaterra, E-08193 Bellaterra, Catalonia, Spain
| | - Álvaro Corral
- Centre de Recerca Matemàtica, Edifici C, Campus Bellaterra, E-08193 Bellaterra, Catalonia, Spain.,Barcelona Graduate School of Mathematics, Edifici C, Campus Bellaterra, E-08193 Barcelona, Spain.,Complexity Science Hub Vienna, Josefstädter Straße 39, 1080 Vienna, Austria.,Departament de Matemàtiques, Universitat Autònoma de Barcelona, E-08193 Barcelona, Spain
| | - Eduard Vives
- Departament de Matèria Condensada, Facultat de Física, Universitat de Barcelona, Martí Franquès 1, 08028 Barcelona, Catalonia, Spain.,Universitat de Barcelona Institute of Complex Systems, Facultat de Física, Universitat de Barcelona, Barcelona, Catalonia, Spain
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