distribution of the hyperbolic cosine type, functions of random variables, probability density function, moments, improper integral
Abstract
Functional transformations of random variables have led to the creation of new distributions. Relevant probability density functions are determined and analyzed. The work is based on a three-parameter family of distributions of the hyperbolic cosine type, which generalizes the well-known two-parameter Meixner distribution. Several non-trivial improper integrals of a certain class of three-parameter combinations of power, exponential, hyperbolic, and other functions are evaluated based on distribution moments.
Author Biography
Mikhail Stepanovich Tokmachev, Yaroslav the Wise Novgorod State University, Veliky Novgorod
Cand. Sc. (Physics and Mathematics), Associate Professor
