# Beta Rank Function: A Smooth Double-Pareto-Like Distribution

arXiv: https://arxiv.org/abs/1910.05364 · HTML: https://mlsanity.com/paper/1910.05364/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 11 Oct 2019.

## Built on by (most cited first, 2 of 2)

- [Quadratic Term Correction on Heaps' Law](https://mlsanity.com/paper/2511.14683/) (2025)
- [Non-Zipfian Distribution of Stopwords or Function Words and Subset Selection Models](https://mlsanity.com/paper/2603.04691/) (2026)

## Abstract (arXiv)

The Beta Rank Function (BRF) x(u) =A(1-u)b/ua, where u is the normalized and continuous rank of an observation x, has wide applications in fitting real-world data from social science to biological phenomena. The underlying probability density function (pdf) fX(x) does not usually have a closed expression except for specific parameter values. We show however that it is approximately a unimodal skewed and asymmetric two-sided power law/double Pareto/log-Laplacian distribution. The BRF pdf has simple properties when the independent variable is log-transformed: fZ=log(X)(z) . At the peak it makes a smooth turn and it does not diverge, lacking the sharp angle observed in the double Pareto or Laplace distribution. The peak position of fZ(z) is z0=log A+(a-b)log(√a+√b)-(alog(a)-blog(b))/2 ; the probability is partitioned by the peak to the proportion of √b/(√a+√b) (left) and √a/(√a+√b) (right); the functional form near the peak is controlled by the cubic term in the Taylor expansion when ane b; the mean of Z is E[Z]=log A+a-b; the decay on left and right sides of the peak is approximately exponential with forms e^fracz-log Ab /b and e^ -fracz-log Aa/a. These results are confirmed by numerical simulations. Properties of fX(x) without log-transforming the variable are much more complex, though the approximate double Pareto behavior, (x/A)1/b/(bx) (for x<A) and (x/A)-1/a/(ax) (for x > A) is simple. Our results elucidate the relationship between BRF and log-normal distributions when a=b and explain why the BRF is ubiquitous and versatile. Based on the pdf, we suggest a quick way to elucidate if a real data set follows a one-sided power-law, a log-normal, a two-sided power-law or a BRF. We illustrate our results with two examples: urban populations and financial returns.
