A method constructing density functions: the case of a generalized Rayleigh variable

Viorel Gh. Vodă

Applications of Mathematics (2009)

  • Volume: 54, Issue: 5, page 417-431
  • ISSN: 0862-7940

Abstract

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In this paper we propose a new generalized Rayleigh distribution different from that introduced in Apl. Mat. 47 (1976), pp. 395–412. The construction makes use of the so-called “conservability approach” (see Kybernetika 25 (1989), pp. 209–215) namely, if X is a positive continuous random variable with a finite mean-value E ( X ) , then a new density is set to be f 1 ( x ) = x f ( x ) / E ( X ) , where f ( x ) is the probability density function of X . The new generalized Rayleigh variable is obtained using a generalized form of the exponential distribution introduced by Isaic-Maniu and the present author as f ( x ) .

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Vodă, Viorel Gh.. "A method constructing density functions: the case of a generalized Rayleigh variable." Applications of Mathematics 54.5 (2009): 417-431. <http://eudml.org/doc/37830>.

@article{Vodă2009,
abstract = {In this paper we propose a new generalized Rayleigh distribution different from that introduced in Apl. Mat. 47 (1976), pp. 395–412. The construction makes use of the so-called “conservability approach” (see Kybernetika 25 (1989), pp. 209–215) namely, if $X$ is a positive continuous random variable with a finite mean-value $E(X)$, then a new density is set to be $f_1(x) = x f(x)/E(X)$, where $f(x)$ is the probability density function of $X$. The new generalized Rayleigh variable is obtained using a generalized form of the exponential distribution introduced by Isaic-Maniu and the present author as $f(x)$.},
author = {Vodă, Viorel Gh.},
journal = {Applications of Mathematics},
keywords = {generalized Rayleigh variable (GRV); generalized exponential (GE); generating differential equation (GDE); conservability; probability density function (p.d.f.); pseudo-Weibull variable; generalized Rayleigh variable (GRV); generalized exponential (GE); generating differential equation (GDE); conservability},
language = {eng},
number = {5},
pages = {417-431},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A method constructing density functions: the case of a generalized Rayleigh variable},
url = {http://eudml.org/doc/37830},
volume = {54},
year = {2009},
}

TY - JOUR
AU - Vodă, Viorel Gh.
TI - A method constructing density functions: the case of a generalized Rayleigh variable
JO - Applications of Mathematics
PY - 2009
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 54
IS - 5
SP - 417
EP - 431
AB - In this paper we propose a new generalized Rayleigh distribution different from that introduced in Apl. Mat. 47 (1976), pp. 395–412. The construction makes use of the so-called “conservability approach” (see Kybernetika 25 (1989), pp. 209–215) namely, if $X$ is a positive continuous random variable with a finite mean-value $E(X)$, then a new density is set to be $f_1(x) = x f(x)/E(X)$, where $f(x)$ is the probability density function of $X$. The new generalized Rayleigh variable is obtained using a generalized form of the exponential distribution introduced by Isaic-Maniu and the present author as $f(x)$.
LA - eng
KW - generalized Rayleigh variable (GRV); generalized exponential (GE); generating differential equation (GDE); conservability; probability density function (p.d.f.); pseudo-Weibull variable; generalized Rayleigh variable (GRV); generalized exponential (GE); generating differential equation (GDE); conservability
UR - http://eudml.org/doc/37830
ER -

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