[PDF] On The Probability Distribution Of Rational Functions Of Independent H Function Variates eBook

Author :
Publisher :
Page : 243 pages
File Size : 17,32 MB
Release : 1981
Category :
ISBN :

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A practical technique is presented for determining the exact probability density function and cumulative distribution function of a sum of any number of terms involving any combination of products, quotients, and powers of independent random variables with H-function distributions. The H-function is the most general named function, encompassing as special cases most of the other special functions of mathematics and many of the classical statistical distributions. Its unique properties make it a powerful tool for statistical analysis. In particular, the product, quotient, and powers of independent H- function variates are also H-function variates, and the Laplace and Fourier transforms and the derivatives of an H-function are readily-determined H- functions. This dissertation provides background material, including history on H-functions and the algebra of random variables and definition, properties and special cases of the H-function. For determining whether convergence of a general Mellin-Barnes integral or an H-function occurs with left-half-plane versus right-half-plane summation of residues, evaluation guidelines are formally established and applied to the known special cases, the Laplace transform, and the derivatives of the H-function. Then, a new, improved formulation for evaluation of an H-function by summing residues is derived.

Author : H. Cramer
Publisher : Cambridge University Press
Page : 140 pages
File Size : 27,39 MB
Release : 2004-06-03
Category : Mathematics
ISBN : 9780521604864

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This tract develops the purely mathematical side of the theory of probability, without reference to any applications. When originally published, it was one of the earliest works in the field built on the axiomatic foundations introduced by A. Kolmogoroff in his book Grundbegriffe der Wahrscheinlichkeitsrechnung, thus treating the subject as a branch of the theory of completely additive set functions. The author restricts himself to a consideration of probability distributions in spaces of a finite number of dimensions, and to problems connected with the Central Limit Theorem and some of its generalizations and modifications. In this edition the chapter on Liapounoff's theorem has been partly rewritten, and now includes a proof of the important inequality due to Berry and Esseen. The terminology has been modernized, and several minor changes have been made.

Author : Janos Galambos
Publisher : CRC Press
Page : 338 pages
File Size : 48,24 MB
Release : 2004-07-20
Category : Mathematics
ISBN : 1482276631

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Products of Random Variables explores the theory of products of random variables through from distributions and limit theorems, to characterizations, to applications in physics, order statistics, and number theory. It uses entirely probabilistic arguments in actualizing the potential of the asymptotic theory of products of independent random variab

Author : Melvin Dale Springer
Publisher : John Wiley & Sons
Page : 510 pages
File Size : 38,72 MB
Release : 1979
Category : Mathematics
ISBN :

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Differentiation and integration in the complex plane; The distribution of sums and differences of Random variables; The distribution of products and quotients of Random variables; The distribution of algebraic functions of independent Random variables; The distribution of algebraic functions of independent H-function variables; Analytical model for evaluation of the H-function inversion integral; Approximating the distribution of an algebraic function of independent random variables; Distribution problems in statistics.

Author : Society for Industrial and Applied Mathematics
Publisher :
Page : 758 pages
File Size : 13,33 MB
Release : 1966
Category : Electronic journals
ISBN :

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Contains research articles on mathematical methods and their applications in the physical, engineering, biological, and medical sciences.

Author : Ramachandran Balasubrahmanyan
Publisher : Elsevier
Page : 271 pages
File Size : 50,94 MB
Release : 2014-05-12
Category : Mathematics
ISBN : 1483272222

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Functional Equations in Probability Theory deals with functional equations in probability theory and covers topics ranging from the integrated Cauchy functional equation (ICFE) to stable and semistable laws. The problem of identical distribution of two linear forms in independent and identically distributed random variables is also considered, with particular reference to the context of the common distribution of these random variables being normal. Comprised of nine chapters, this volume begins with an introduction to Cauchy functional equations as well as distribution functions and characteristic functions. The discussion then turns to the nonnegative solutions of ICFE on R+; ICFE with a signed measure; and application of ICFE to the characterization of probability distributions. Subsequent chapters focus on stable and semistable laws; ICFE with error terms on R+; independent/identically distributed linear forms and the normal laws; and distribution problems relating to the arc-sine, the normal, and the chi-square laws. The final chapter is devoted to ICFE on semigroups of Rd. This book should be of interest to mathematicians and statisticians.