Convolution of beta prime distribution

DOI10.1090/TRAN/8748MaRDI QIDQ5869842zbMATH OpenOpenAlexFDO

Authors Thomas Simon, R. A. C. Ferreira

Publication date 12 January 2023

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2108.09244

zbMATH Keywords

Appell seriesbeta prime distributioncomplete monotonicityconfluent hypergeometric functionhypergeometric seriesMill's ratioparabolic cylinder functionself-decomposabilitystochastic orderingThomae's relationsThorin measureTurán's inequality

Mathematics Subject Classification ID

Monotonic functions, generalizations (26A48) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15) Generalized hypergeometric series, ({}_pF_q) (33C20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Appell, Horn and Lauricella functions (33C65) Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15)

Abstract: We establish some identities in law for the convolution of a beta prime distribution with itself, involving the square root of beta distributions. The proof of these identities relies on transformations on generalized hypergeometric series obtained via Appell series of the first kind and Thomae's relationships for ${}_3{F}_2(1)$. Using a self-decomposability argument, the identities are applied to derive complete monotonicity properties for quotients of confluent hypergeometric functions having a doubling character. By means of probability, we also obtain a simple proof of Tur'an's inequality for the parabolic cylinder function and the confluent hypergeometric function of the second kind. The case of Mill's ratio is discussed in detail.

Recommendations

• Algebraic properties of beta and gamma distributions, and applications
• Remarks on a free analogue of the beta prime distribution
• Sums, differences, products, and ratios of hypergeometric beta variables
• On some new properties of the beta distribution
• On beta-product convolutions

Cites work

• A nonsymmetric correlation inequality for Gaussian measure
• Associated Laguerre and Hermite polynomials
• Beta-gamma product and sign-regularity
• Generalized gamma convolutions and related classes of distributions and densities
• Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples
• How can we escape Thomae's relations?
• scientific article; zbMATH DE number 3128512 (Why is no real title available?)
• scientific article; zbMATH DE number 48233 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• scientific article; zbMATH DE number 1126911 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• scientific article; zbMATH DE number 3212213 (Why is no real title available?)
• scientific article; zbMATH DE number 3081880 (Why is no real title available?)
• Mills' ratio: Monotonicity patterns and functional inequalities
• Monotonicity properties for ratios and products of modified Bessel functions and sharp trigonometric bounds
• Monotonicity properties of determinants of special functions
• Proofs of some conjectures on monotonicity of ratios of Kummer, Gauss and generalized hypergeometric functions
• Random continued fractions with beta-hypergeometric distribution
• Some inequalities for modified Bessel functions
• Some Inequalities on Mill's Ratio and Related Functions
• Special Functions, Stieltjes Transforms and Infinite Divisibility
• The Convolution of Generalized F Distributions
• The monotonicity and convexity for the ratios of modified Bessel functions of the second kind and applications
• The normal distribution is freely self-decomposable
• Turán type inequalities for confluent hypergeometric functions of the second kind
• Turán type inequalities for Tricomi confluent hypergeometric functions
• Uniform (very) sharp bounds for ratios of parabolic cylinder functions
• Universal bounds and monotonicity properties of ratios of Hermite and parabolic cylinder functions

Cited in

(6)

• A convolution identity and more with illustrations
• On the log-concavity of the Wright function
• Unimodality preservation by ratios of functional series and integral transforms
• Infinitely divisible modified Bessel distributions
• A class of positive Fox H-functions
• Remarks on a free analogue of the beta prime distribution

This page was built for publication: Convolution of beta prime distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5869842)