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Linear Combinations,Products and Ratios of Simplicial or Spherical Variates
Authors:S Kalke  F Thauer
Institution:Institute of Mathematics , University of Rostock , Rostock , Germany
Abstract:The density level sets of the two types of measures under consideration are l 2, p -circles with p = 1 and p = 2, respectively. The intersection-percentage function (ipf) of such a measure reflects the percentages which the level set corresponding to the p-radius r shares for each r > 0 with a set to be measured. The geometric measure representation formulae in Richter (2009 Richter , W.-D. (2009). Continuous l n, p -symmetric distributions. Lithuanian Mathemat. J. 49:93108.Crossref], Web of Science ®] Google Scholar]) is based upon these ipf's and will be used here for evaluating exact cdf's and pdf's for the linear combination, the product, and the ratio of the components of two-dimensional simplicial or spherically distributed random vectors.
Keywords:Cauchy distribution  Density generating function  Exact statistical distributions  Geometric measure representation  Generalized uniform distribution  Intersection-percentage function  Linear combinations of random variables  Products of random variables  Ratios of random variables  Spherical distributions  Simplicial distributions  l 2  p -generalized arc-length measure
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