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This article is cited in 8 scientific papers (total in 8 papers)
The $I$-function distribution and its extensions
P. Vellaisamy, K. K. Kataria Department of Mathematics, Indian Institute of Technology Bombay, Powai, Mumbai, India
Abstract:
In this paper we introduce a new probability distribution on $(0,\infty)$ associated with the $I$-function,
and hence called the $I$-function distribution. This distribution generalizes several known
distributions with positive support (see the table at the end of the paper).
It is also shown that the product, quotient, and rational power of independent
random variates with $I$-distribution are random variates with $I$-distribution.
Another new distribution—the $I$-function Gaussian distribution ($IFIG$ distribution)—is introduced and defined in
terms of the $I$-function.
For this distribution, the representations of its Mellin and Laplace transforms are obtained.
The utilities of the $I$-function distribution are discussed with an application to the likelihood ratio statistic.
Keywords:
$I$-function, $H$-function, Mellin transform, Laplace transform, likelihood ratio statistics.
Received: 18.11.2015 Revised: 31.01.2018
Citation:
P. Vellaisamy, K. K. Kataria, “The $I$-function distribution and its extensions”, Teor. Veroyatnost. i Primenen., 63:2 (2018), 284–305; Theory Probab. Appl., 63:2 (2018), 227–245
Linking options:
https://www.mathnet.ru/eng/tvp5184https://doi.org/10.4213/tvp5184 https://www.mathnet.ru/eng/tvp/v63/i2/p284
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