On the linear combination of independent logistic random variables
Autor(a) principal: | |
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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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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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7160 |
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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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1799137964445401088 |