On the linear combination of independent logistic random variables

Detalhes bibliográficos
Autor(a) principal: Marques, Filipe J.
Data de Publicação: 2018
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: https://doi.org/10.19139/soic.v6i3.578
Resumo: This work was partially supported by the Fundac¸ão para a Ciência e a Tecnologia (Portuguese Foundation for Science and Technology) through the project UID/MAT/00297/2013 (Centro de Matemática e Aplicac¸ões).
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spelling On the linear combination of independent logistic random variablesAlgebra of random variablesDifference of Generalized Integer Gamma distributionsGeneralized Integer Gamma distributionGeneralized logistic distributionsMixturesShifted Gamma distributionSignal ProcessingStatistics and ProbabilityInformation SystemsComputer Vision and Pattern RecognitionStatistics, Probability and UncertaintyControl and OptimizationArtificial IntelligenceThis work was partially supported by the Fundac¸ão para a Ciência e a Tecnologia (Portuguese Foundation for Science and Technology) through the project UID/MAT/00297/2013 (Centro de Matemática e Aplicac¸ões).In this work the exact distribution of the linear combination of p independent logistic random variables is studied. It is shown that the exact distribution may be represented as a shifted infinite sum of independent random variables distributed as the difference of two independent Generalized Integer Gamma distributions. In addition, two near-exact approximations are developed for this distribution. Numerical studies are conducted to access the degree of precision and also the computational performance of these approximations. The developed methodology is used to derive near-exact approximations for the linear combination of independent generalized logistic random variables.DM - Departamento de MatemáticaRUNMarques, Filipe J.2019-04-02T22:15:16Z2018-01-012018-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article15application/pdfhttps://doi.org/10.19139/soic.v6i3.578eng2311-004XPURE: 5780801http://www.scopus.com/inward/record.url?scp=85051781639&partnerID=8YFLogxKhttps://doi.org/10.19139/soic.v6i3.578info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T04:31:06Zoai:run.unl.pt:10362/65374Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:34:19.625933Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv On the linear combination of independent logistic random variables
title On the linear combination of independent logistic random variables
spellingShingle On the linear combination of independent logistic random variables
Marques, Filipe J.
Algebra of random variables
Difference of Generalized Integer Gamma distributions
Generalized Integer Gamma distribution
Generalized logistic distributions
Mixtures
Shifted Gamma distribution
Signal Processing
Statistics and Probability
Information Systems
Computer Vision and Pattern Recognition
Statistics, Probability and Uncertainty
Control and Optimization
Artificial Intelligence
title_short On the linear combination of independent logistic random variables
title_full On the linear combination of independent logistic random variables
title_fullStr On the linear combination of independent logistic random variables
title_full_unstemmed On the linear combination of independent logistic random variables
title_sort On the linear combination of independent logistic random variables
author Marques, Filipe J.
author_facet Marques, Filipe J.
author_role author
dc.contributor.none.fl_str_mv DM - Departamento de Matemática
RUN
dc.contributor.author.fl_str_mv Marques, Filipe J.
dc.subject.por.fl_str_mv Algebra of random variables
Difference of Generalized Integer Gamma distributions
Generalized Integer Gamma distribution
Generalized logistic distributions
Mixtures
Shifted Gamma distribution
Signal Processing
Statistics and Probability
Information Systems
Computer Vision and Pattern Recognition
Statistics, Probability and Uncertainty
Control and Optimization
Artificial Intelligence
topic Algebra of random variables
Difference of Generalized Integer Gamma distributions
Generalized Integer Gamma distribution
Generalized logistic distributions
Mixtures
Shifted Gamma distribution
Signal Processing
Statistics and Probability
Information Systems
Computer Vision and Pattern Recognition
Statistics, Probability and Uncertainty
Control and Optimization
Artificial Intelligence
description This work was partially supported by the Fundac¸ão para a Ciência e a Tecnologia (Portuguese Foundation for Science and Technology) through the project UID/MAT/00297/2013 (Centro de Matemática e Aplicac¸ões).
publishDate 2018
dc.date.none.fl_str_mv 2018-01-01
2018-01-01T00:00:00Z
2019-04-02T22:15:16Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://doi.org/10.19139/soic.v6i3.578
url https://doi.org/10.19139/soic.v6i3.578
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 2311-004X
PURE: 5780801
http://www.scopus.com/inward/record.url?scp=85051781639&partnerID=8YFLogxK
https://doi.org/10.19139/soic.v6i3.578
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 15
application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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