Setting the scene

Carlos A. Coelho, Barry C. Arnold

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

Although the Fox H and Meijer G functions yield very handy representations for the probability density functions and cumulative distribution functions of several distributions and distributions of products of independent random variables, they are not computationally efficient and most of the time not even utilizable in practice because of serious difficulties found in their efficient computational implementation, even when using the most up-to-date software. This way, looking for alternative representations, namely finite form ones, is a most useful and desirable goal.

Original languageEnglish
Title of host publicationFinite Form Representations for Meijer G and Fox H Functions
Place of PublicationCham
PublisherSpringer
Pages1-4
Number of pages4
ISBN (Electronic)978-3-030-28790-0
ISBN (Print)978-3-030-28789-4
DOIs
Publication statusPublished - 2019

Publication series

NameLecture Notes in Statistics
PublisherSpringer
Volume223
ISSN (Print)0930-0325
ISSN (Electronic)2197-7186

Keywords

  • Finite form
  • Fox H function
  • GIG (Generalized Integer Gamma) distribution
  • Meijer G function

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