superstatistic
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English[edit]
Etymology[edit]
Noun[edit]
superstatistic (plural superstatistics)
- A mathematical combination of two or more unrelated statistics
- 2015, Mateusz Denys, Maciej Jagielski, Tomasz Gubiec, Ryszard Kutner, H. Eugene Stanley, “Universality of market superstatistics”, in arXiv[1]:
- Our superstatistic value is a weighted sum of two components, (i) a powerlaw corrected by the lower incomplete gamma function, which asymptotically tends toward robustness but initially gives an exponential, and (ii) a powerlaw damped by the upper incomplete gamma function, which tends toward the power-law only during short interevent times.