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BIVARIATE PARETO-FELLER DISTRIBUTION BASED ON APPELL HYPERGEOMETRIC FUNCTION

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dc.creatorCHRISTIAN ELOY CAAMAÑO CARRILLO
dc.date2024
dc.date.accessioned2025-01-10T15:53:55Z
dc.date.available2025-01-10T15:53:55Z
dc.date.issued2024
dc.description.abstractTHE PARETO-FELLER DISTRIBUTION HAS BEEN WIDELY USED ACROSS VARIOUS DISCIPLINES TO MODEL HEAVY-TAILED PHENOMENA, WHERE EXTREME EVENTS SUCH AS HIGH INCOMES OR LARGE LOSSES ARE OF INTEREST. IN THIS PAPER, WE PRESENT A NEW BIVARIATE DISTRIBUTION BASED ON THE APPELL HYPERGEOMETRIC FUNCTION WITH MARGINAL PARETO-FELLER DISTRIBUTIONS OBTAINED FROM TWO INDEPENDENT GAMMA RANDOM VARIABLES. THE PROPOSED DISTRIBUTION HAS THE BETA PRIME MARGINAL DISTRIBUTIONS AS SPECIAL CASE, WHICH WERE OBTAINED USING A KIBBLE-TYPE BIVARIATE GAMMA DISTRIBUTION, AND THE STOCHASTIC REPRESENTATION WAS OBTAINED BY THE QUOTIENT OF A SCALE MIXTURE OF TWO GAMMA RANDOM VARIABLES. THIS RESULT CAN BE VIEWED AS A GENERALIZATION OF THE STANDARD BIVARIATE BETA I (OR INVERTED BIVARIATE BETA DISTRIBUTION). MOREOVER, THE OBTAINED BIVARIATE DENSITY IS BASED ON TWO CONFLUENT HYPERGEOMETRIC FUNCTIONS. THEN, WE DERIVE THE PROBABILITY DISTRIBUTION FUNCTION, THE CUMULATIVE DISTRIBUTION FUNCTION, THE MOMENT-GENERATING FUNCTION, THE CHARACTERISTIC FUNCTION, THE APPROXIMATED DIFFERENTIAL ENTROPY, AND THE APPROXIMATED MUTUAL INFORMATION INDEX. BASED ON NUMERICAL EXAMPLES, THE EXACT AND APPROXIMATED EXPRESSIONS ARE SHOWN.
dc.formatapplication/pdf
dc.identifier.doi10.3390/axioms13100701
dc.identifier.issn2075-1680
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/14168
dc.languagespa
dc.publisherAXIOMS
dc.relation.uri10.3390/axioms13100701
dc.rightsOPEN ACCESS
dc.subjectMoment generation function
dc.subjectGeneralized hypergeometric function
dc.subjectGeneralized gamma distribution
dc.subjectEntropy
dc.subjectBeta prime marginal distributions
dc.titleBIVARIATE PARETO-FELLER DISTRIBUTION BASED ON APPELL HYPERGEOMETRIC FUNCTION
dc.typeARTÍCULO
dspace.entity.typePublication
oaire.licenseConditionCC BY 4.0
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIÓN
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