On the Use of Bivariate Mellin Transform in Bivariate Random Scaling and Some Applications

被引:0
作者
N. Balakrishnan
A. Stepanov
机构
[1] McMaster University,Department of Mathematics and Statistics
[2] Izmir University of Economics,Department of Mathematics
来源
Methodology and Computing in Applied Probability | 2014年 / 16卷
关键词
Positive random vectors; Random contraction and dilation; Products of random variables and vectors; Mellin transform; Point estimators; Generation of random vectors; 60E05; 62F10; 11K45;
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学科分类号
摘要
We discuss here the problem of bivariate random scaling. Both direct and inverse problems of bivariate random scaling are solved by two methods. While the first method is a distributional one, the second method is an indirect one associated with bivariate Mellin transform. Finally, we use bivariate random scaling for some statistical and simulational applications.
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页码:235 / 244
页数:9
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