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| Título | Instances of the Meijer G and Fox H functions and the distribution of the product of independent beta random variables with finite representations |
| Publication Type | Unpublished |
| Year of Publication | 2012 |
| Authors | Coelho CA, Arnold BC |
| Series Title | Preprint |
| Palavras-chave | characteristic function, distribution of likelihood ratio statistics, Fox H function, Generalized Integer Gamma (GIG) distribution, sum of independent Gamma random variables. |
| Abstract | In this paper we will show how we may, through the use of some extended product expressions for the Gamma function on the characteristic functions of the negative logarithm of the product of particular independent Beta random variables, whose second parameters are rational and follow some amenable rules, obtain in a single shot (i) simple expressions for both the probability density and cumulative distribution functions of this product, as well as, concomitantly (ii) very simple and easy to compute alternative finite form expressions for instances of the Meijer G and Fox H functions. These alternative expressions are based on the expressions for the probability density and cumulative distribution functions of the generalized integer Gamma distribution and are not used or recognized by the available softwares. |
| URL | http://www.dm.fct.unl.pt/sites/www.dm.fct.unl.pt/files/preprints/2012/6_12.pdf |