Exact distribution of the product and the quotient of two stable Lévy random variables.
Pushpa N. RathieLuan Carlos de Sena Monteiro OzelimCira E. Guevara OtinianoPublished in: Commun. Nonlinear Sci. Numer. Simul. (2016)
Keyphrases
- random variables
- probability distribution
- graphical models
- joint distribution
- distribution function
- normal distribution
- independent and identically distributed
- bayesian networks
- stochastic optimization problems
- conditional distributions
- conditional independence
- joint probability distribution
- latent variables
- marginal distributions
- conditional distribution
- conditional probabilities
- failure rate
- random vectors
- hazard rate
- marginal probabilities
- lead time
- probability density
- identically distributed
- conditional probability distributions
- test statistic
- statistically independent
- optimization problems
- probabilistic model