Law of Multiplicative Error and Its Generalization to the Correlated Observations Represented by the q-Product
نویسنده
چکیده
The law of multiplicative error is presented for independent observations and correlated observations represented by the q-product, respectively. We obtain the standard log-normal distribution in the former case and the log-q-normal distribution in the latter case. Queirós’ q-log normal distribution is also reconsidered in the framework of the law of error. These results are presented with mathematical conditions to give rise to these distributions.
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ورودعنوان ژورنال:
- Entropy
دوره 15 شماره
صفحات -
تاریخ انتشار 2013