Article
Version 1
Preserved in Portico This version is not peer-reviewed
The Class of (p,q)-spherical Distributions
Version 1
: Received: 18 July 2017 / Approved: 19 July 2017 / Online: 19 July 2017 (04:35:06 CEST)
A peer-reviewed article of this Preprint also exists.
Richter, W.-D. The Class of (p,q)-spherical Distributions with an Extension of the Sector and Circle Number Functions. Risks 2017, 5, 40. Richter, W.-D. The Class of (p,q)-spherical Distributions with an Extension of the Sector and Circle Number Functions. Risks 2017, 5, 40.
Abstract
For evaluating probabilities of arbitrary random events with respect to a given multivariate probability distribution, specific techniques are of great interest. An important two-dimensional high risk limit law is the Gauss-exponential distribution whose probabilities can be dealt with based upon the Gauss-Laplace law. The latter will be considered here as an element of the newly introduced family of (p,q)-spherical distributions. Based upon a suitably defined non-Euclidean arc-length measure on (p,q)-circles we prove geometric and stochastic representations of these distributions and correspondingly distributed random vectors, respectively. These representations allow dealing with the new probability measures similarly like with elliptically contoured distributions and more general homogeneous star-shaped ones. This is demonstrated at hand of a generalization of the Box-Muller simulation method. En passant, we prove an extension of the sector and circle number functions.
Keywords
Gauss-exponential distribution; Gauss-Laplace distribution; stochastic vector representation; geometric measure representation; (p,q)-generalized polar coordinates; (p,q)-arc length; dynamic intersection proportion function; (p,q)-generalized Box-Muller simulation method; (p,q)-spherical uniform distribution; dynamic geometric disintegration
Subject
Computer Science and Mathematics, Applied Mathematics
Copyright: This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Comments (0)
We encourage comments and feedback from a broad range of readers. See criteria for comments and our Diversity statement.
Leave a public commentSend a private comment to the author(s)
* All users must log in before leaving a comment