Law of multiplicative error and its generalization to the correlated observations represented by the \(q\)-product (Q280674)
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scientific article; zbMATH DE number 6578398
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Law of multiplicative error and its generalization to the correlated observations represented by the \(q\)-product |
scientific article; zbMATH DE number 6578398 |
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Law of multiplicative error and its generalization to the correlated observations represented by the \(q\)-product (English)
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10 May 2016
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Summary: 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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multiplicative error
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law of error
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likelihood function
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log-normal distribution
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\(q\)-product
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