Tsallis distribution

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In statistics, a Tsallis distribution is a probability distribution derived from the maximization of the Tsallis entropy under appropriate constraints. There are several different families of Tsallis distributions, yet different sources may reference an individual family as "the Tsallis distribution". The q-Gaussian is a generalization of the Gaussian in the same way that Tsallis entropy is a generalization of standard Boltzmann–Gibbs entropy or Shannon entropy. [1] Similarly, if the domain of the variable is constrained to be positive in the maximum entropy procedure, the q-exponential distribution is derived.


The Tsallis distributions have been applied to problems in the fields of statistical mechanics, geology, anatomy, astronomy, economics, finance, and machine learning. The distributions are often used for their heavy tails.

Note that Tsallis distributions are obtained as Box-Cox transformation [2] over usual distributions, with deformation parameter . This deformation transforms exponentials into q-exponentials.


In a similar procedure to how the normal distribution can be derived using the standard Boltzmann–Gibbs entropy or Shannon entropy, the q-Gaussian can be derived from a maximization of the Tsallis entropy subject to the appropriate constraints.[ citation needed ]

Common Tsallis distributions


See q-Gaussian.

q-exponential distribution

See q-exponential distribution

q-Weibull distribution

See q-Weibull distribution

See also


  1. Tsallis, C. (2009) "Nonadditive entropy and nonextensive statistical mechanics-an overview after 20 years", Braz. J. Phys, 39, 337–356
  2. Box, George E. P.; Cox, D. R. (1964). "An analysis of transformations". Journal of the Royal Statistical Society, Series B. 26 (2): 211–252. JSTOR   2984418. MR   0192611.

Further reading

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<i>q</i>-Gaussian distribution Probability distribution

The q-Gaussian is a probability distribution arising from the maximization of the Tsallis entropy under appropriate constraints. It is one example of a Tsallis distribution. The q-Gaussian is a generalization of the Gaussian in the same way that Tsallis entropy is a generalization of standard Boltzmann–Gibbs entropy or Shannon entropy. The normal distribution is recovered as q → 1.

<i>q</i>-exponential distribution

The q-exponential distribution is a probability distribution arising from the maximization of the Tsallis entropy under appropriate constraints, including constraining the domain to be positive. It is one example of a Tsallis distribution. The q-exponential is a generalization of the exponential distribution in the same way that Tsallis entropy is a generalization of standard Boltzmann–Gibbs entropy or Shannon entropy. The exponential distribution is recovered as

<i>q</i>-Weibull distribution

In statistics, the q-Weibull distribution is a probability distribution that generalizes the Weibull distribution and the Lomax distribution. It is one example of a Tsallis distribution.

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