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This article is cited in 3 scientific papers (total in 3 papers)
Probabilistic characteristics of balance index of factors with generalized gamma distribution
E. N. Arutyunova, A. A. Kudryavtsevb, I. N. Nedolivkob a Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
b Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
The main probabilistic characteristics of balance index in Bayesian formulation, assuming that negative and positive factors have a priori generalized gamma distribution, are given. The formulation of this problem is equivalent to a study of generalized gamma laws scale mixture characteristics. Special attention is paid to the case in which the factors distributions have shape parameters of different signs. Moment characteristics and different presentation of density in terms of gamma-exponential function, H-function, Macdonald function, and generalized hypergeometric function are given. The analysis method is based on Mellin transform and its inverse transform. New properties of gamma-exponential function are given. The obtained results can be widely applied within the natural science models that use distributions with positive unlimited support to describe processes and phenomena.
Keywords:
Bayesian approach, generalized gamma distribution, gamma-exponential function, balance models, Mellin transform, H-function, hypergeometric function.
Received: 18.06.2020
Citation:
E. N. Arutyunov, A. A. Kudryavtsev, I. N. Nedolivko, “Probabilistic characteristics of balance index of factors with generalized gamma distribution”, Inform. Primen., 15:1 (2021), 65–71
Linking options:
https://www.mathnet.ru/eng/ia713 https://www.mathnet.ru/eng/ia/v15/i1/p65
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Abstract page: | 184 | Full-text PDF : | 58 | References: | 40 |
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