The Analysis of WJ Distribution as an Extended Gaussian Function: Case Study

Abstract

The double exponential WJ distribution has been shown to competently describe extreme events and critical phenomena, while the Gaussian function has celebrated rich applications in many other fields. Here we present the analysis that the WJ distribution may be properly treated as an extended Gaussian function. Based on the Taylor expansion, we propose three methods to formulate the WJ distribution in the form of Gaussian functions, with Method I and Method III being accurate and self-consistent, and elaborate the relationship among the parameters of the functions. Moreover, we derive the parameter scaling formula of the WJ distribution to express a general Gaussian function, with the work illustrated by a classical case of extreme events and critical phenomena and application to topical medical image processing to prove the effectiveness of the WJ distribution rather than the Gaussian function. Our results sturdily advocate that the WJ distribution can elegantly represent a Gaussian function of arbitrary parameters, whereas the latter usually is not able to satisfactorily describe the former except for specific parameter sets. Thus, it is conclusive that the WJ distribution offers applicability in extreme events and critical phenomena as well as processes describable by the Gaussian function, namely, implying plausibly a unifying approach to the pertinent data processing of those quite distinct areas and establishing a link between relevant extreme value theories and Gaussian processes.