Dear Scholars and Professors,

Please kindly note 10 new / additional Probability Density Functions (PDFs) in

Statistics are being presented below. I believe the below PDFs have got lot of
potential, for the current real world applications like big data analysis, analytics,
and advanced statistical modeling etc. We know that Normal distribution is the
one we have been modeling with, mostly (of course, because of the central limit
theorem). Two generalized normal distributions are presented below. For the
todays real-world problems, more specific PDFs are required; I believe some of
these PDFs fit more accurately and satisfy the modeling requirements well.
Please take these PDFs forward and use these PDFs as appropriate in your P.hd.
work / research / papers publication / Statistics and Mathematics Software.
I identified these PDFs [during my M.S. in Mathematics with Statistics and O.R
specialization from 1994 to 1996 at IIT Bombay I did not show them to
Professors then]. Currently I am in the Software industry. I request you to let me
know your work associated with the below PDFs.

Please route your comments / feedback / updates on the below probability
Density Functions (PDFs) to - rasravisankar@gmail.com

These are shared through LinkedIn groups to the Mathematical and Statistical
communities on 22-March-2013 by me - Ravi Sankar, R.A.S.
rasravisankar@gmail.com
http://www.linkedin.com/in/ravisankarras


Some new / additional Probability Density Functions (PDFs)
require theoretical analysis and applications (uses) in the real-world


1) General Normal Distribution:

The Continuous random variable x which is distributed according to the
probability law.


2
2
4
( )
4
1
( ) . .
x x
ac b a b c
a
a
f x e e

o o
o t
(
| | | |
+ + (
| |
\ . \ . (

= ;
0
- <c<
- < <
x
a
b

< <
>
< <





= 0, other size

Note: Put
1
, 0, 0,
2
a b c = = = then the above distribution reduces to normal
distribution, where t = 3.14159., and e = 2.71828..



2) Sine Distribution:-

The Continuous random variable x which is distributed according to the probably
law:

f(x) =
2 2
1 1
.
a x
t

;
0
a x a
a
< <
>

= 0, otherwise


3) Sec Distribution:

The continuous random variable x which is distributed according to the probably law

( )
2 2
2 1
.
a
f x
x x a
t
=

; 0<a<x<

= 0, otherwise


4) Sine 2 distribution :

( )
2 2
2
2
. f x a x
a t
= ; -a< x <a , a>0




Proofs:

1 The Generalized Normal Distribution is a pdf because of the following
integral :

( )
2
2
( 4 )
4
.
a
b ac
ax bx c
a
e dx e
t

+ +

=
}
; a>0.

2
1 1 1
2 2
sin sin sin
a
a
a a
dx x a a
a a a
a x


( | | | | | |
= =
| | | (
\ . \ . \ .
}


= ( ) ( )
1 1
sin 1 sin 1

=
1 1
sin sin sin
2 2
t t

| | | | | |

| | |
\ . \ . \ .

=
2 2
t t
t + =

3.
1 1 1
2 2
0 0
1 1
.sec ( ) sec (0)
dx x
sec
a a a
x x a

( | |
( = =
| (
\ .
}


=
1
0
2 2 a a
t t (
=
(




5. Lambda Distribution:

A random variable x is said to have a Lambda distribution with parameters , , o if
its pdf is given by the probability law:
f(x; , , o ,a) =
2
2
1 log
. . ;
2
a x
a

o

o t
| |
|
\ .
a>0, >1, o >0,
- <x<,
- <

<

Proof:- It is known that

2 2
2 2
0
2
2
log
az az
dz dz
a
t

= =
} }


Note: Put = e, a =1, the above distribution reduces to normal distribution
f(x) =
2
1
2
1
.
2
x
e

o
o t
| |
|
\ .




6. Generalized Laplace Distribution:

A continuous random variable x is said to have generalized Laplace distribution with
parameters and if its pdf. is given by

f(x)=

| |
.
2
log
u x
a
a


< <
< <
> >

x
a 1 , 0


Proof: Taking u =
o
x
dx du = x=u( ) 1 +

} } }

+ = dx a dx a dx a
x x u x
. . .
0
) ( 0 | |

=
} }

+
0
0
. . du a du a
u u
=
0
0
log log
u u
a a
a a

( (

( (



= | |
a a a log
2
2 .
log
) 1 0 ( ) 0 1 (
log

= =

7. Purelog Distribution:

A random variable is said to have pure log distribution if its pdf is given by ;

f(x) =
) 1 (
) 1 log(
). ( log .
2 2
2 2
1
x b
x a
b
b a b
+
+ +

t

;
; 0
0
b a
b
x
<
>
< <



Proof:
}

+
+
0
2 2
2 2
) 1 (
) 1 log(
x b
x a
= ) log( .
b
b a
b
+ t


Goota funticon:

Define the integral as below:

) (n t = dx x a
n x
. .
1
0

}
a>1, n>0, ( log 1
e
=0)
) (n t =x
n-1
.
}

) 1 ( . n dx a
x
} }

dx dx a x
x n
). . (
2

=
}

dx a x
a
n
a
a
x
x n
x
n
. .
log
) 1 (
log
.
2 1

= ) 1 (
) log(
1
] . [
) log(
1
0
1

n
a
n
a x
a
x n
t
= ) 1 ( .
) log(
) 1 (
) 0 0 (
) log(
1

n
a
n
a
t
=
1
( 1)
log
e
n
n
a
t

; a>0 for all values of n>o

1
( 1)!
( )
(log )
n
e
n
n
a
t

= ; where n is a positive integer

) 1 ( t =
a log
1
; a>0
) 0 ( t = and = ) ( n t where n is a positive integer

) ( .
log
) 1 ( n
a
n
n t t = +




8. Goota distribution:

A random variable is said to have Goota distribution if its pdf is given by ;

f(x)=
) , (
.
1
n a
x a
n x
t

n>0, 0sx<, a>1
= 0,otherwise
Where
}

=
0
1
. . ) , ( dx x a n a
n x
t


9. Beta distribution of 3
rd
kind:

A random variable is said to have Beta Distribution of 3
rd
kind if its pdf is given by ;

f(x) = ; ) 1 .( .
) , ( ). , (
) , ( ). log(
1 1

+
n m
x x
n a m a
n m a a
t t
t

1
1 0
0 ) , (
>
< <
>
a
x
n m


= 0, otherwise


10. Beta distribution of 4
th
kind:

A random variable is said to have Beta Distribution of 4
th
kind if its pdf is given by ;

f(x) = ;
) 1 (
.
) , ( ). , (
) , ( ). log(
1
n m
m
x
x
n a m a
n m a a
+

+
+
t t
t

1
0 ) , (
>
< <
>
a
x o
n m

where
}

=
0
1
. . ) , ( dx x a n a
n x
t


I . Prove that
(1/ 2)
log
e
a
t
t = ; a>1

Proof: We have
}

=
0
1
. . ) ( dx x a n
n x
t ; a>1, n>0

Put n=
1
2
,
1/ 2
0
1
( ) . .
2
t
a t dt t


=
}

Put t=u
2
, dt = 2u.du

2 2
1
2
2
0 0
1
( ) .( ) .2 . 2 .
2
u u
a u u du a du t

= =
} }

2 2
0 0
1
( ) 2 . 2 .
2
x y
a dx a dy t


= =
} }


2 2
( )
2
0 0
1
[ ( )] 4 .
2
x y
a dx dy t
+

=
} }
(Cartesian form)

Put x=r.cosu , y = r.sinu
x
2
+y
2
=r
2
, dxdy = r.dr.du

then
2
)] 2 / 1 ( [t = 4
} }
=

=
2
0
2
0
. . .
2
t t
u
u
r
r
d dr r a (polar form)

= 4 u
t t
u
d dr r a
r
r
. . .
2
0
2
0
2
(
(
(

} }
=

=
---------------- 1

Put r
2
= v => 2r.dr = dv

Then consider

}

0
. .
2
dr r a
r
=

=
}
0 0
log 2
1
.
2
1
a
a
dv a
v
v


=
0
0
1 1 1
2log 2log 2log
v
a a a
a a a

( ( = =



By 1, 4 )] 2 / 1 ( [
2
= t
} }
= =
= =
2
0
2
0
log log 2
4
.
log 2
1
t
u
t
u
t
u u
a
d
a
d
a


=> (1/ 2)
log
e
a
t
t = ; a>1