CONVOLUTION OF BETA PRIME DISTRIBUTION

• Tipo: Artigo em Revista Científica Internacional
• Data: 2022

Autores

Ferreira, RAC (Autor) Outra; Simon, T (Autor) Outra

Revista

Título: Transactions of the American Mathematical Society

Vol. 376

Páginas: 855-890

ISSN: 0002-9947

Editora: American Mathematical Society

Indexação

ISI Web of Knowledge - 0 Citações

Scopus

Outras Informações

ID Authenticus: P-00X-NWP

DOI: 10.1090/tran/8748

Abstract (EN): We establish some identities in law for the convolution of a beta prime distribution with itself, involving the square root of beta distributions. The proof of these identities relies on transformations on generalized hypergeometric series obtained via Appell series of the first kind and Thomae's relationships for F-3(2)(1). Using a self-decomposability argument, the identities are applied to derive complete monotonicity properties for quotients of confluent hypergeometric functions having a doubling character. By means of probability, we also obtain a simple proof of Turan's inequality for the parabolic cylinder function and the confluent hypergeometric function of the second kind. The case of Mill's ratio is discussed in detail.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 36