Skip to main content
Log in

Statistical Analysis of Multiplicative Schemes: Basic Distributions

  • Published:
Cybernetics and Systems Analysis Aims and scope

Abstract

New distributions used for statistical processing of multiplicative schemes are introduced and examined in the paper. Some new characteristics of random quantities (geometrical expectation, relative variance and variation, etc.) are studied.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

REFERENCES

  1. V. M. Zolotarev, “General theory of multiplication of independent random variables,” Dokl. Akad. Nauk SSSR, 142, No. 4, 788-791 (1962).

    Google Scholar 

  2. A. Bakshtis, “Convergence to the logarithmic distribution laws,” Lit. Mat. Sb., 12, Issue 1, 23-29 (1972).

    Google Scholar 

  3. A. Bakshtis, “Convergence to the logarithmically normal law,” Lit. Mat. Sb., 12, Issue 2, 17-27 (1972).

    Google Scholar 

  4. N. V. Grigorevskii, “The ideal metrics and products of independent random variables,” in: Stability Problems of Stochastic Models [in Russian], VNIISI, Moscow (1980), pp. 18-32.

    Google Scholar 

  5. V. A. Abramov, “Stability of expansions in M-scheme,” Teor. Veroyatn. Primen., 31, Issue 1, 132-134 (1986).

    Google Scholar 

  6. V. A. Abramov, “Limiting theorems in a multiplicative scheme,” Teor. Veroyatn. Primen., 31, Issue 4, 717-729 (1986).

    Google Scholar 

  7. V. Yu. Kotlyar, “Relative rate of change of a function,” Kibern. Sist. Anal., No. 4, 160-165 (1999).

  8. V. Yu. Kotlyar and A. V. Antonov, “A generalization of the Jensen inequality,” Kibern. Sist. Anal., No. 2, 89-99, 2000.

  9. V. Yu. Kotlyar and A. V. Antonov, “Statistical analysis in the multiplicate schemes,” The 3rd Ukr.-Scan. Conf. Prob. Theory and Math. Stat. [in Russian], Kiev Univ., Kiev (1999), p. 68.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kotlyar, V.Y., Antonov, A.V. Statistical Analysis of Multiplicative Schemes: Basic Distributions. Cybernetics and Systems Analysis 36, 678–690 (2000). https://doi.org/10.1023/A:1009424705713

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1009424705713

Navigation