Algebraic Functions of H-Functions with Specific Dependency Structure.
Abstract
A practical technique is presented for determining the probability density function and cumulative distribution function of products, quotients, and powers of dependent random variables with bivariate H-function distributions. The bivariate H-function is the most general function of two variables, encompassing as special cases most of the other special functions of mathematics and many of the classifical bivariate distributions. The unique properties of the bivariate H-function make it a powerful tool in the analysis of products, quotients, and powers of dependent random variables.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1984
- Accession Number
- ADA145598
Entities
People
- S. D. Kellogg
Organizations
- Air Force Institute of Technology