Finding the Distribution of a Random Variable from its Moment Function
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Date
2000
Authors
Otwombe, N. K.
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Consider the problem of r .~/ randomly distributed points in a unit n-ball and the convex hull created by these points. Let ~II be r! times the r-content of an rsimplex whose P vertices are in the interior and r -I- /- p vertices on the boundary of a unit n-ball. Explicit expressions for the exact distribution functions of ~II are given when r I / points are independently, and identically distributed according to the Uniform distribution. The exact distributions are obtained using the technique of Inverse Mellin transforms with the help of the moment functions. The technique is illustrated for the general case p =- r -j J and a particular case p =3, r - 2 . Various representations of the distributions in psi and the generalized zeta functions are given. These representations are also given in the most general case as an H- function distribution.
SYMBOLS AND NOTATIONS
The following is a list of symbols and notations, with meanings indicated on
the right that will frequently occur in this Research.
(" ) = 17
1
fII ml(n-m) Binomial Coefficient
m-J .(at, =n(a +.j), (a),. = I Pochhammer Symbol
j (!
r(a) Gamma Function
pdf Probability density function
The cumulative distribution function
The natural logarithm of 10
r-content of the r-simplex generated
by r + 1 points
11" = r! 11 r! times the r - content of the simplex
R",£" Euclidian n-space
Re(.) The real part of (.)
arg(.) Argument of (.)
GRAPHS AND TABLES
Fig. 4.1 Theoretical cdf plot for r=2, n=Z, p=3
Fig. 4.2 Density plot for r=2, n=Z, p=3
Table 1 Table of Theoretical moments and the exact
Moments from Equation (4.1.1)
Description
QA 273.2.O9