Law of multiplicative error and its generalization to the correlated observations represented by the \(q\)-product (Q280674)

From MaRDI portal





scientific article; zbMATH DE number 6578398
Language Label Description Also known as
default for all languages
No label defined
    English
    Law of multiplicative error and its generalization to the correlated observations represented by the \(q\)-product
    scientific article; zbMATH DE number 6578398

      Statements

      Law of multiplicative error and its generalization to the correlated observations represented by the \(q\)-product (English)
      0 references
      0 references
      0 references
      10 May 2016
      0 references
      Summary: The law of multiplicative error is presented for independent observations and correlated observations represented by the q-product, respectively. We obtain the standard log-normal distribution in the former case and the log-q-normal distribution in the latter case. Queirós' \(q\)-log normal distribution is also reconsidered in the framework of the law of error. These results are presented with mathematical conditions to give rise to these distributions.
      0 references
      multiplicative error
      0 references
      law of error
      0 references
      likelihood function
      0 references
      log-normal distribution
      0 references
      \(q\)-product
      0 references

      Identifiers