Ordinary differential equations of probability functions of convoluted distributions

Ordinary differential equations of probability functions of convoluted distributions

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Convolution is the sum of independent and identically distributed random variables. Derivatives of the probability density function (PDF) of probability distribution often lead to the construction of ordinary differential equation whose solution is the PDF of the given distribution. Little have been done to extend the construction of the ODE to the PDF, quantile function (QF), survival...
 
Published at International Journal of Advanced and Applied Sciences
Volume 5
Issue 10
Pages 46-52
Published in 2018
 
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H.I. Okagbue; M.O. Adamu; T.A. Anake
Okagbue Hilary Izuchukwu » Hilary Izuchukwu Okagbue Obtained his B.Tech, M.Sc and Ph.D. degrees in Industrial Mathematics and Statistics from the Federal University of Technology, Owerri, University of Lagos, Covenant University in 2007, 2010 and 2019 respectively. His research interests include Data Analysis, Mathematical Statistics, Mathematical Cryptography and analysis of patterns in number theory. view full profile
Okagbue Hilary Izuchukwu
 
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