Generalization of Brody distribution for statistical investigation

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Sabri H., Hashemi S. S., Maleki B., Jafarizadeh M. A.

RANDOM MATRICES-THEORY AND APPLICATIONS, no.4, 2014 (SCI-Expanded)

• Publication Type: Article / Article
• Publication Date: 2014
• Doi Number: 10.1142/s2010326314500178
• Journal Name: RANDOM MATRICES-THEORY AND APPLICATIONS
• Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED)
• Hacettepe University Affiliated: No

Abstract

In this paper, Brody distribution is generalized to explore the Poisson, Gaussian Orthogonal Ensemble and Gaussian Unitary Ensemble limits of Random Matrix Theory in the nearest neighbor spacing statistic framework. Parameters of new distribution are extracted via Maximum Likelihood Estimation technique for different sequences. This general distribution suggests more exact results in comparison with the results of other estimation methods and distribution functions.