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The "DGX" distribution for mining massive, skewed data

Published: 26 August 2001 Publication History

Abstract

Skewed distributions appear very often in practice. Unfortunately, the traditional Zipf distribution often fails to model them well. In this paper, we propose a new probability distribution, the Discrete Gaussian Exponential (DGX), to achieve excellent fits in a wide variety of settings; our new distribution includes the Zipf distribution as a special case. We present a statistically sound method for estimating the DGX parameters based on maximum likelihood estimation (MLE). We applied DGX to a wide variety of real world data sets, such as sales data from a large retailer chain, us-age data from AT&T, and Internet clickstream data; in all cases, DGX fits these distributions very well, with almost a 99% correlation coefficient in quantile-quantile plots. Our algorithm also scales very well because it requires only a single pass over the data. Finally, we illustrate the power of DGX as a new tool for data mining tasks, such as outlier detection.

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cover image ACM Conferences
KDD '01: Proceedings of the seventh ACM SIGKDD international conference on Knowledge discovery and data mining
August 2001
493 pages
ISBN:158113391X
DOI:10.1145/502512
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Publication History

Published: 26 August 2001

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Author Tags

  1. DGX
  2. Zipf's law
  3. frequency-count plot
  4. lognormal distribution
  5. maximum likelihood estimation
  6. outlier detection
  7. rank-frequency plot

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KDD '01 Paper Acceptance Rate 31 of 237 submissions, 13%;
Overall Acceptance Rate 1,089 of 8,328 submissions, 13%

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  • (2021)Factors Affecting Customer Analytics: Evidence from Three Retail CasesInformation Systems Frontiers10.1007/s10796-020-10098-124:2(493-516)Online publication date: 4-Jan-2021
  • (2021)Randomly stopped extreme Zipf extensionsExtremes10.1007/s10687-021-00410-wOnline publication date: 23-Mar-2021
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