Product and Ratio of Generalized Gamma-Ratio Random Variables: Exact and Near-exact distributions - Applications - Couverture souple

Coelho, Carlos A.; T. Mexia, João

 
9783838358468: Product and Ratio of Generalized Gamma-Ratio Random Variables: Exact and Near-exact distributions - Applications
Couverture souple
ISBN 10 : 3838358465 ISBN 13 : 9783838358468
Editeur : LAP LAMBERT Academic Publishing, 2010

Synopsis

Products of ratios of independent Gamma random variables (r.v.?s) are relevant in many tests of hypotheses. Obtaining explicit manageable expressions for their p.d.f. and c.d.f. is a challenging problem. In this monograph we take this challenge. The book tries to illustrate the use of several techniques, exhibiting a balanced blend between theory and a good number of examples. A large number of graphs and tables illustrate several particular aspects of the distributions being studied. Besides the exact distribution, we also consider near-exact ones, obtained through a new concept of approximation of the characteristic function. Computational modules are provided to implement all distributions developed. The approach followed enabled an easy extension to the non-central case and to negative power parameters, greatly widening the domain of application of the results obtained. As particular immediate cases we have the distribution of products and ratios of many known distributions, among which folded T, folded Cauchy, Beta prime or Beta second kind and, of course, F r.v.?s. The book is intended for an audience at the graduate or post-graduate level, with focus on Distribution Theory.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Products of ratios of independent Gamma random variables (r.v.?s) are relevant in many tests of hypotheses. Obtaining explicit manageable expressions for their p.d.f. and c.d.f. is a challenging problem. In this monograph we take this challenge. The book tries to illustrate the use of several techniques, exhibiting a balanced blend between theory and a good number of examples. A large number of graphs and tables illustrate several particular aspects of the distributions being studied. Besides the exact distribution, we also consider near-exact ones, obtained through a new concept of approximation of the characteristic function. Computational modules are provided to implement all distributions developed. The approach followed enabled an easy extension to the non-central case and to negative power parameters, greatly widening the domain of application of the results obtained. As particular immediate cases we have the distribution of products and ratios of many known distributions, among which folded T, folded Cauchy, Beta prime or Beta second kind and, of course, F r.v.?s. The book is intended for an audience at the graduate or post-graduate level, with focus on Distribution Theory.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2010
Langue
anglais
ISBN 10 
3838358465
ISBN 13 
9783838358468
Reliure
Broché
Nombre de pages
160
Coordonnées du fabricant
non disponible
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