Artículo Original
Publicado 2010-09-21
Palabras clave
- Distribución Kummer-beta,
- función hipergeométrica confluente,
- función hipergeométrica de Gauss,
- momentos
Cómo citar
Sepúlveda Murillo, F. H. (2010). Distribución exacta y aproximada del producto de variables Kummer-beta. Revista Integración, Temas De matemáticas, 28(2), 101–109. Recuperado a partir de https://revistas.uis.edu.co/index.php/revistaintegracion/article/view/2170
Resumen
Se presenta la distribución exacta para el producto Y = X1X2, cuando X1 y X2 son variables aleatorias correlacionadas con distribución conjunta Kummer-beta. Se propone una distribución aproximada mostrando el desempeño de su ajuste.
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Referencias
[1] Fan D. Y., “The distribution of the product of independent beta variables”, Communications Statistics-Theory Methods, 20 (1991), 4043–4052.
[2] Garg M., Katta V., Gupta M.K., “Thde distribution of the products of powers of generalized Dirochlet components”, Kyungpook Math. J., 42 (2002), 429–436.
[3] Johnson N. L., Kotz S., and Balakrishnan N., Continuous Univariate Distributions, Vol. 2, Second Edition, John Wiley & Sons, New York, 1995.
[4] Nagar D. K., and Zarrazola E., “Distributions of the product and the quotient of independent Kummer-beta variables”, Scientiae Mathematicae Japonicae, 61 (2005), 109–117.
[5] Ng K. W., and Kotz S., Kummer-gamma and Kummer-beta univariate and multivariate distributions, Research Report, no. 84, Department of Statistics, The University of Hong Kong, Hong Kong, 1995.
[6] Pham-Gia T., and Turkkan N., “The product and quotient of general beta distributions”, Statistical Paper, 43 (2002), 537–550.
[7] Podolski H., “The distribution of a product of n independent random variables with generalized gamma distribution”, Demonstration Mathematica, 4 (1972), 119–123.
[8] Rathie P. N., and Rohrer H. G., “The exact distribution of products of independent random variables”, Metron, 45 (1987), 235–245.
[9] Sakamoto H., “On the distributions of the product and quotient of the independent and uniformly distributed random variables”, Tohoku Mathematical Journal, 49 (1943), 243–260.
[10] Sornette D., “Multiplicative processes and power laws”, Physical Review E, 57 (1998), 4811– 4813.
[11] Witkovsky V., “Computing the distribution of a linear combination of inverted gamma variables”, Kybernetika, 37 (2001), 79–90.
[2] Garg M., Katta V., Gupta M.K., “Thde distribution of the products of powers of generalized Dirochlet components”, Kyungpook Math. J., 42 (2002), 429–436.
[3] Johnson N. L., Kotz S., and Balakrishnan N., Continuous Univariate Distributions, Vol. 2, Second Edition, John Wiley & Sons, New York, 1995.
[4] Nagar D. K., and Zarrazola E., “Distributions of the product and the quotient of independent Kummer-beta variables”, Scientiae Mathematicae Japonicae, 61 (2005), 109–117.
[5] Ng K. W., and Kotz S., Kummer-gamma and Kummer-beta univariate and multivariate distributions, Research Report, no. 84, Department of Statistics, The University of Hong Kong, Hong Kong, 1995.
[6] Pham-Gia T., and Turkkan N., “The product and quotient of general beta distributions”, Statistical Paper, 43 (2002), 537–550.
[7] Podolski H., “The distribution of a product of n independent random variables with generalized gamma distribution”, Demonstration Mathematica, 4 (1972), 119–123.
[8] Rathie P. N., and Rohrer H. G., “The exact distribution of products of independent random variables”, Metron, 45 (1987), 235–245.
[9] Sakamoto H., “On the distributions of the product and quotient of the independent and uniformly distributed random variables”, Tohoku Mathematical Journal, 49 (1943), 243–260.
[10] Sornette D., “Multiplicative processes and power laws”, Physical Review E, 57 (1998), 4811– 4813.
[11] Witkovsky V., “Computing the distribution of a linear combination of inverted gamma variables”, Kybernetika, 37 (2001), 79–90.