Some Univariate Probability Distributions as Products of Others
Produktnummer:
1852325a47beee4cf9a19f5632ab755830
| Autor: | Schauerhuber, Johann Markus |
|---|---|
| Themengebiete: | Product Statistical Distribution Univariate |
| Veröffentlichungsdatum: | 25.04.2025 |
| EAN: | 9783819084881 |
| Auflage: | 1 |
| Sprache: | Englisch |
| Seitenzahl: | 20 |
| Produktart: | Geheftet |
| Verlag: | epubli |
Produktinformationen "Some Univariate Probability Distributions as Products of Others"
The behavior of random variables under multiplicative combination is a topic of significance in diverse fields such as signal processing, finance, hydrology, wireless communications, Bayesian statistics, and reliability engineering. While additive operations are well understood due to the Central Limit Theorem and convolution properties, multiplicative combinations introduce non-linear transformations that are not closed under many common distributions. Nonetheless, several key distributional identities exist whereby the product of two or more independent univariate distributions results in another distribution with known properties. The goal of this work is to document and interpret these results in a suitable format.
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