Erdélyi-Kober fractional integral operators from a statistical perspective. I.

DOI10.1515/TMJ-2017-0009zbMATH Open1360.45011arXiv1303.3978OpenAlexW2603022832MaRDI QIDQ516758FDOQ516758

Authors: Arakaparampil M. Mathai, Hans J. Haubold 

Publication date: 15 March 2017

Published in: Tbilisi Mathematical Journal (Search for Journal in Brave)

Abstract: In this article we examine the densities of a product and a ratio of two real positive scalar random variables $x_1$ and $x_2$, which are statistically independently distributed, and we consider the density of the product $u_1=x_1{x}_2$ as well as the density of the ratio $u_2=x_{2}over{x}_1$ and show that Kober operator of the second kind is available as the density of $u_1$ and Kober operator of the first kind is available as the density of $u_2$ when $x_1$ has a type-1 beta density and $x_2$ has an arbitrary density. We also give interpretations of Kober operators of the second and first kind as Mellin convolution for a product and ratio respectively. Then we look at various types of generalizations of the idea thereby obtaining a large collection of operators which can all be called generalized Kober operators. One of the generalizations considered is the pathway idea where one can move from one family of operators to another family and yet another family and eventually end up with an exponential form. Common generalizations in terms of a Gauss' hypergeometric series is also given a statistical interpretation and put on a more general structure so that the standard generalizations given by various authors, including Saigo operators, are given statistical interpretations and are derivable as special cases of the general structure considered in this article.

Full work available at URL: https://arxiv.org/abs/1303.3978

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zbMATH Keywords

fractional integralsM-convolutionsMellin convolutionGauss' hypergeometric seriesKober fractional integralsmatrix-variate casesproducts and ratios of random variablesstatistical interpretationErdélyi-Kober fractional integral operators

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Fractional derivatives and integrals (26A33) Matrix methods for summability (40C05) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60) Integral operators (45P05)

Cites Work

• Special Functions for Applied Scientists
• Fractional calculus of \({\mathcal P}\)-transforms
• Solutions of certain fractional kinetic equations and a fractional diffusion equation
• 𝒫-transforms
• Pathway fractional integration operator
• Generalized Krätzel integral and associated statistical densities

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