On the Convolution of Logistic Random Variables.
Abstract
The logistic distribution is used for stochastic modelling in fields of applications such as biology, economics and medicine. The convolution of logistic random variables plays an important role in estimation of and testing of hypotheses regarding the parameters of the distribution. In this paper the characteristic function is inverted to obtain a neat expression for the d.f. of the convolution. It is demonstrated that a student's t-distribution provides a very close approximation to the convolution. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1977
- Accession Number
- ADA049996
Entities
People
- E. Olusegun George
- Govind S. Mudholkar
Organizations
- University of Rochester