On the Convolution of Logistic Random Variables.

George, E. Olusegun; Mudholkar, Govind S.

On the Convolution of Logistic Random Variables.

Active / Technical Report | Accession Number: ADA049996 |

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Abstract:

The logistic distribution is used for stochastic modelling in fields of applications such as biology, economics and medicine. The convolution of logistic random variables plays an important role in estimation of and testing of hypotheses regarding the parameters of the distribution. In this paper the characteristic function is inverted to obtain a neat expression for the d.f. of the convolution. It is demonstrated that a students t-distribution provides a very close approximation to the convolution. Author

Author(s):

George, E. Olusegun ; Mudholkar, Govind S.

Author Organization(s):

ROCHESTER UNIV N Y DEPT OF STATISTICS

Descriptive Note:

Interim rept.,

Pagination:

0013

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:

Approved For Public Release

RECORD

Collection: TR

Identifying Numbers

Report Number(s):

AFOSR-TR-78-0041

Contract/Grant Number(s):

AFOSR-77-3360

Task Number(s):

A5

Project Number(s):

2304

Monitor Series:

TR-78-0041

Subject Terms

Joint Capability Areas:

JCA_4_Logistics; JCA_1.4_Force Support; JCA_1_Force Support; JCA_5_Command and Control; JCA_1.4.1_Force Health Protection

Modernization Areas:

Fully Networked C3

Communities of Interest:

C4I

Descriptor(s):

*STATISTICAL ANALYSIS, *DISTRIBUTION FUNCTIONS, RANDOM VARIABLES, ESTIMATES, APPROXIMATION(MATHEMATICS), CONVOLUTION

Field(s)/Group(s):

Statistics and Probability

Keyword(s):

Logistic density functions, Hypothesis testing, PE61102F, WUAFOSR2304A5

Report Date:

1976 Jan 01