Informatics and Applications
2021, Volume 15, Issue 1, pp 65-71
PROBABILISTIC CHARACTERISTICS OF BALANCE INDEX OF FACTORS WITH GENERALIZED GAMMA DISTRIBUTION
- E. N. Arutyunov
- A. A. Kudryavtsev
- Iu. N. Nedolivko
Abstract
The main probabilistic characteristics of balance index in Bayesian formulation, assuming that negative and positive factors have a priori generalized gamma distribution, are given. The formulation of this problem is equivalent to a study of generalized gamma laws scale mixture characteristics. Special attention is paid to the case in which the factors distributions have shape parameters of different signs. Moment characteristics and different presentation of density in terms of gamma-exponential function, H-function, Macdonald function, and generalized hypergeometric function are given. The analysis method is based on Mellin transform and its inverse transform. New properties of gamma-exponential function are given. The obtained results can be widely applied within the natural science models that use distributions with positive unlimited support to describe processes and phenomena.
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[+] About this article
Title
PROBABILISTIC CHARACTERISTICS OF BALANCE INDEX OF FACTORS WITH GENERALIZED GAMMA DISTRIBUTION
Journal
Informatics and Applications
2021, Volume 15, Issue 1, pp 65-71
Cover Date
2021-03-30
DOI
10.14357/19922264210109
Print ISSN
1992-2264
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
Bayesian approach; generalized gamma distribution; gamma-exponential function; balance models; Mellin transform; H-function; hypergeometric function
Authors
E. N. Arutyunov  , A. A. Kudryavtsev  , and Iu. N. Nedolivko
Author Affiliations
Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
Faculty of Computational Mathematics and Cybernetics, M. V. Lomonosov Moscow State University, 1-52 Leninskie Gory, GSP-1, Moscow 119991, Russian Federation
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