The γ-order generalized chi-square distribution

Autor: Christos P. Kitsos, Ioannis S. Stamatiou
Jazyk: angličtina
Rok vydání: 2024
Předmět:
Zdroj: Research in Statistics, Vol 2, Iss 1 (2024)
Druh dokumentu: article
ISSN: 27684520
2768-4520
DOI: 10.1080/27684520.2024.2377684
Popis: Based on the definition of the γ-order generalized normal, the γ-order generalized standard normal is obtained, and applications are referred. We proceed on the definition of the γ-order generalized chi-square, [Formula: see text] and the probability density function (pdf) is evaluated. Moreover, the moment generating function (mgf) of the [Formula: see text] is evaluated and in the case of γ = 2 the mgf of the well known [Formula: see text] is obtained. The same procedure is followed for the moments of the [Formula: see text] One step forward is the evaluation of the convolution of two [Formula: see text] and therefore [Formula: see text] is obtained eventually and the corresponding pdf is evaluated. Finally examples and applications of [Formula: see text] are discussed.
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