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2013 - MA - Rathie Rathie Ozelim
2013 - MA - Rathie Rathie Ozelim
Pushpa N. Rathie
Department of Statisti
s
University of Brasilia
Campus Universitário Dar
y Ribeiro, Brasilia, DF, 70910-900, Brazil
email: pushpanrathieyahoo.
om
Arjun K. Rathie
Department of Mathemati
s
S
hool of Mathemati
al and Physi
al S
ien
es
Central University of Kerala, Riverside Transit Campus
Padennakkad P.O. Nileshwar, Kasaragod - 671 328, Kerala, India
email: akrathieredimail.
om
Luan C. de S. M. Ozelim
Department of Civil and Environmental Engineering
University of Brasilia
Campus Universitário Dar
y Ribeiro, Brasilia, DF, 70910-900, Brazil
email: luanozgmail.
om
Abstra
t
In general, while obtaining the probability density fun
tion of sums
and produ
ts of shifted random variables, ordinary analyti
al methods
su
h as Fourier and Mellin transforms tend to provide integrals whi
h
annot be expressed in terms of ordinary Meijer G and H fun
tions.
This way, the need of dening new fun
tions whi
h easily enable one
to write su
h integrals in a
losed-form is inherent to the development
of this area of statisti
al s
ien
es. By generalizing the Mellin transform
whi
h denes the H fun
tion, a new fun
tion is established. A dire
t
appli
ation of the so-
alled Ib is dis
ussed while developing the probabil-
ity density fun
tion of the sum and the produ
t of shifted generalized
gamma random variables. Important spe
ial
ases of the Ib and their ap-
pli
ations in s
ien
e are also dis
ussed in order to show the appli
ability
of the fun
tion hereby dened.
422 Puhspa N. Rathie, Arjun K. Rathie and Luan C. de S. M. Ozelim
1 Introdu tion
The H - fun
tion (see [8℄,[6℄ and [3℄) is dened as an
ontour
omplex integral
whi
h
ontain gamma fun
tions in their integrands by
(a1 , A1 ), . . . , (an , An ), (an+1 , An+1 ), . . . , (ap , Ap )
Hp,q z
m,n
(b1 , B1 ), . . . , (bm , Bm ), (bm+1 , Bm+1 ), . . . , (bq , Bq )
Y m Yn
Z Γ(bj + Bj s) Γ(1 − aj − Aj s)
1 j=1 j=1
= q p z −s ds, (1)
2πi L Y Y
Γ(1 − bj − Bj s) Γ(aj + Aj s)
j=m+1 j=n+1
where Aj and Bj are assumed to be positive quantities and all the aj and
bj may be
omplex. The
ontour L runs from c − i∞ to c + i∞ su
h that
the poles of Γ(bj + Bj s), j = 1, . . . , m lie to the left of L and the poles of
Γ(1 − aj − Aj s), j = 1, . . . , n lie to the right of L.
The Mellin transform of the H -fu
tion is
m
Y n
Y
Z c−s Γ(bj + Bj s)
Γ(1 − aj − Aj s)
∞ (ap , Ap ) j=1 j=1
xs−1 Hp,q
m,n
cx dx = q p .
0 (bq , Bq ) Y Y
Γ(1 − bj − Bj s) Γ(aj + Aj s)
j=m+1 j=n+1
(2)
Given these, one shall pro eed to dene the generalized H fun tion.
(am,1 , âm,1 , Am,1 ), (am,2 , âm,2 , Am,2 ), (am,3 , âm,3 , Am,3 )
(bm,1 , b̂m,1 , B m,1 ), (bm,2 , b̂m,2 , B
Ibm z
m,2 )
γ m , Γm , πm , Πm , ρm , σ m
αm , β m , Λm , Θm , ζ m , ηm
Z
1
= Υ (s) z −s ds, (3)
2πi L
424 Puhspa N. Rathie, Arjun K. Rathie and Luan C. de S. M. Ozelim
in whi
h Υ(s) is the Mellin transform of the new fun
tion and
an be expli
itly
given as:
Q
Υ(s) = m j=1 (αj s + β j )
Λj s+Θj ζ j s+η j
e
ρj s+σj
πj +Πj s (aj,1 + âj,1s, Aj,1 ), (aj,2 + âj,2 s, Aj,2), (aj,3 + âj,3s, Aj,3)
H 2,1 γ j + Γj s
3,2 (bj,1 + b̂j,1 s, B j,1), (bj,2 + b̂j,2 s, B j,2)
(4)
where Aj,k and B j,k are assumed to be positive real quantities, the aj,k ,
âj,k , bj,k , b̂j,k , Πj , πj , Γj , γ j , ρj , σ j , αj , β j , Λj , Θj , ζ j , ηj , j = 1, ..., m are real
numbers. The
ontour L runs from c − i∞ to c + i∞, where c is a real number,
and exists in a
ordan
e to Mellin inversion theorem, taking into a
ount all
the singularities.
Based on the denitions above, dire
t appli
ations of the new fun
tion
hereby introdu
ed are shown in the next se
tion. The new fun
tion
an be
2,1
further generalized by
hanging H3,2 to Hp,q m,n
. This latter
onsideration is
dis
ussed in Se
tion 6 of the present paper.
In the present se
tion, a dire
t appli
ation of the generalized H fun
tion is
developed. Let the probability density fun
tion of the generalized gamma
distribution be given as:
α
γβ γ γ
f (x) = (x − µ)α−1 e−β(x−µ) , x > µ; α, β, γ > 0 (5)
Γ αγ
(1 − α, 0, γ), αγ , 0, 0 , (1, −1, 0)
α (0, 0, 1), (1 − α, −1, γ)
f (x) = γβ γ µα−1 Ib1 x (6)
(βµγ , 0, 1, 0, 0, 1)
(0, µ, 1, 0, 0, 0)
Proof. Consider the Mellin transform of the probability density fun
tion of a
generalized gamma distribution. By means of (5), one may get:
R∞ α
γ
M[f (x)](s) = µ xs−1 Γγβα (x − µ)α−1 e−β(x−µ) dx
γ
(γ) α
R∞ (7)
s−1 γβ γ α−1 −βy γ
= 0 (y + µ) Γ α y e dy
(γ)
On the other hand,
onsider the Mellin - Barnes representation of the
γ
exponential fun
tion e−βy :
Z
−βy γ 1
e = Γ(s)[βy γ ]−s ds, (8)
2πi L
This way, by inserting (8) into (7), the Mellin transform given in (7)
an
be written in terms of the H fun
tion as:
α (1 − α, γ), ( α , 0), (1 − s, 0)
M[f (x)](s) = γβ µ γ α−1+s
H 2,1
3,2 βµ
γ γ (9)
(0, 1), (1 − s − α, γ)
This way, by means of the inverse Mellin transform theorem, the represen-
tation (6) follows from (9).
Q
N
Theorem 2. Consider the random variable X = Xi in whi
h Xi , i = 1, .., N
j=1
are independent generalized gamma random variables. This way, the probability
density fun
tion of X is given by:
αj
QN γj α −1
fX (x) = j=1 γj βj µj j
(1 − α1 , 0, γ1), αγ11 , 0, 0 , (1, −1, 0) (1 − αN , 0, γN ), αγNN , 0, 0 , (1, −1, 0)
b (0, 0, 1), (1 − α1 , −1, γ1 ) (0, 0, 1), (1 − αN , −1, γN )
IN x ; ...;
(β1 µγ11 , 0, 1, 0, 0, 1) (βN µγNN , 0, 1, 0, 0, 1)
(0, µ1 , 1, 0, 0, 0) (0, µN , 1, 0, 0, 0)
(10)
426 Puhspa N. Rathie, Arjun K. Rathie and Luan C. de S. M. Ozelim
Proof. It is known that the Mellin transform of the distribution of the produ
t
of independent random variables is the produ
t of the Mellin transforms of ea
h
variable [8℄, this way, the Mellin transform of the distribution of the produ
t of
N independent generalized gamma random variables is easily given by means
of (9) as:
N
Y αj
α −1+s 2,1 γ (1 − αj , γj ), ( αγ j , 0), (1 − s, 0)
M[fX (x)](s) =
γj
γj βj µj j H 3,2 βj µj j j
(0, 1), (1 − s − αj , γj )
j=1
(11)
in whi
h the subindex j indi
ates the parameters of ea
h distribution. By
means of (3) and (4), the representation in (10) easily follows.
It is also worth noti
ing that the quotient of generalized gamma random
variables
an be easily obtained by making the substitution s = 2 − s in (9)
for the random variable whi
h is in the denominator of the ratio [8℄. Due to
the simpli
ity of the pro
edure, its full development is not presented in the
present paper.
P
N
Theorem 3. Consider the random variable Y = Xi in whi
h Xi , i = 1, .., N
j=1
are independent generalized gamma random variables. This way, the probability
density fun
tion of Y is given by:
αj
QN γj
fY (x) = j=1 γj βj
(1 − α1 , 0, γ1 ), αγ11 , 0, 0 , (1, 0, 0) (1 − αN , 0, γN ), αγNN , 0, 0 , (1, 0, 0)
x
IbN (0, 0, 1), (1, 0, 0) (0, 0, 1), (1, 0, 0)
e 1/γ1
; ...; 1/γ
0, β1 , γ1 , 0, 0, 1 0, βN N , γN , 0, 0, 1
(1, 0, 0, −α1 , −µ1 , 0) (1, 0, 0, −αN , −µN , 0)
(12)
Proof. In order to obtain the probability density fun
tion of the sum of N
independent shifted generalized gamma random variables,
onsider the Lapla
e
transform of the probability density fun
tion given in (5)
R∞ α
γ
L[f (x)](s) = µ e−sx Γγβα (x − µ)α−1 e−β(x−µ) dx
γ
( γ )α
R∞ γ γ
(13)
= 0 e−s(y+µ) Γγβα y α−1 e−βy dy
(γ)
On the other hand,
onsider the Mellin - Barnes representation of the
γ
exponential fun
tion e−βy , given in (8).
On the Dist. of the Produ
t and the Sum of Gen. Shifted Gamma RVs 427
This way, by inserting (8) into (13), the Lapla
e transform given in (13)
an be written in terms of the H fun
tion as:
α (1 − α, γ), ( α , 0), (1, 0)
L[f (x)](s) = γβ e γ −sµ −α
s H 2,1 βs−γ γ (14)
3,2 (0, 1), (1, 0)
N
Y αj
(1 − αj , γj ), ( αγ j , 0), (1, 0)
L[fY (x)](s) = γj βj
γj
e−sµj s−αj H 2,1 βj s−γj j
3,2 (0, 1), (1, 0)
j=1
(15)
By means of (3) and (4), the representation in (12) easily follows.
The key equation to relate the new fun
tion hereby dened to the standard H
fun
tion is the
ontour integral representation of the gamma fun
tion, given
as:
Z
1 Γ(s)Γ(z)
Γ (z) = ds, (16)
2πi L Γ(1 + s)
Thus, from (1), one shall get:
428 Puhspa N. Rathie, Arjun K. Rathie and Luan C. de S. M. Ozelim
(0, 0), (1, 1), (1, 0)
Γ (z) = H 2,1
3,2 1 , (17)
(0, 1), (z, 0)
On the other hand, by setting αj = ζ j = η j = Γj = Πj = Λj = ρj = 0, γ j =
Θj = β j = π j = σ j = 1, and taking into a
ount (17) the rst produtory
present in the numerator of (20) is re
overed. The other produtories are easily
obtained by similar pro
edures, ultimately showing that the H fun
tion is a
spe
ial
ase of the Ib fun
tion.
In [7℄, a generalized hypergeometri
fun
tion has been dened. The main
advantage of the so-
alled I fun
tion is that powers of gamma fun
tions are
onsidered inside the Mellin transform used to dene su
h a fun
tion. Expli
-
itly, in [7℄ it has been dened the I fun
tion as the inverse Mellin transform of
the following fun
tion I(s):
m
Y n
Y
Bj
Γ (bj + βj s) ΓAj (1 − aj − αj s)
j=1 j=1
I (s) = q p (18)
Y Y
Bj Aj
Γ (1 − bj − βj s) Γ (aj + αj s)
j=m+1 j=n+1
Z
1 1
U (a, b, z) = Γ(s)Γ(1 − b + s)Γ(a − s)z −s ds, (19)
Γ (a) Γ (a − b + 1) 2πi L
Y (s) =
m
Y n
Y
φ +b +β s−1 ϕ −a −α s
Bj j j j U(φj , φj + bj + βj s, Bj ) Aj j j j U(ϕj , ϕj − aj − αj s + 1, Aj )
j=1 j=1
p
Y ϕ +aj +αj s−1 Q
q φ −bj −βj s
Aj j U(ϕj , ϕj + aj + αj s, Aj ) Bj j U (φj ,φj −bj −βj s+1,Bj )
j=m+1
j=n+1
(20)
Also in re
ent paper [9℄, it has been proposed another fun
tion whi
h generalize
the H fun
tion. The so-
alled Generalized Upper In
omplete Fox H fun
tion
430 Puhspa N. Rathie, Arjun K. Rathie and Luan C. de S. M. Ozelim
generalizes the Mellin transform of the H fun
tion by
hanging the ordinary
gamma fun
tions in (2) by upper in
omplete gamma fun
tions, whi
h may be
dened by means of the following
ontour integral:
Z
1 Γ(s)Γ(s + a) −s
Γ (a, z) = z ds (22)
2πi L Γ(1 + s)
In [9℄ it has been dened the Generalized Upper In
omplete H fun
tion as
the inverse Mellin transform of the following fun
tion UI(s):
m
Y n
Y
Γ(bj + βj s, Bj ) Γ(1 − aj − αj s, Aj )
j=1 j=1
UI (s) = q p (23)
Y Y
Γ(1 − bj − βj s, Bj ) Γ(aj + αj s, Aj )
j=m+1 j=n+1
In order to present the relation between both fun
tions, by means of (1),
it is easy to noti
e that:
(0, 0), (1, 1), (1, 0)
Γ (a, z) = H 2,1
3,2 z , (24)
(0, 1), (a, 1)
Thus, by setting αj = ζ j = ηj = Γj = Πj = Λj = ρj = 0, γ j = Bj , Θj =
β j = π j = σ j = 1, and taking into a
ount (24) the rst produtory present
in the numerator of (23) is re
overed. The other produtories are easily ob-
tained by similar pro
edures, ultimately showing that the Generalized Upper
In
omplete Fox H fun
tion is a spe
ial
ase of the Ib fun
tion.
As in the
ases of both I and Y fun
tion, the Generalized Upper In
om-
plete H fun
tion has found useful appli
ations in the modelling of wireless
ommuni
ation systems. In [9℄ the PDF and CDF of the produ
t of shifted
exponential random variables has been obtained in terms of the Generalized
Upper In
omplete H fun
tion. By applying su
h results, it has been possible
to model the outage
apa
ity of a multi
arrier transmission system through a
slow Rayleigh fading
hannel.
{(am,1 , âm,1 , Am,1 ), ..., (am,pm , âm,pm , Am,pm ), (mm , nm , pm , q m )}
ˆˆ {(bm,1 , b̂m,1 , B m,1 ), ..., (bm,qm , b̂m,qm, B m,qm )}
I m z
{ γ m , Γm , πm , Πm , ρm , σ m }
{ αm , β m , Λm , Θm , ζ m , η m }
Z
1
= Υ (s) z −s ds, (25)
2πi L
in whi
h Υ(s) is the Mellin transform of the new fun
tion and
an be expli
itly
given as:
Q
Υ(s) = m j=1 (αj s + β j )
Λj s+Θj ζ j s+η j
e
" #!ρj s+σj
π +Π s (a + â s, A ), ..., (a + â , A )
m ,n
H pjj,qj j γ j + Γj s
j j
j,1 j,1 j,1 j,pj j,pj j,pj
(bj,1 + b̂j,1 s, B j,1), ..., (bj,q + b̂j,q s, B j,q )
j j j
(26)
where, as dis
ussed in Se
tion 3, Aj,k and B j,k are assumed to be positive
real quantities, the aj,k , âj,k , bj,k , b̂j,k , Πj , π j , Γj , γ j , ρj , σ j , αj , β j , Λj , Θj ,
ζ j , η j , j = 1, ..., m are real numbers. The
ontour L runs from c − i∞ to
c + i∞, where c is a real number, and exists in a
ordan
e to Mellin inversion
theorem, taking into a
ount all the singularities. The parameters mj , nj , pj
and q j , j = 1, ..., m, are positive integers following H fun
tion's denition.
ˆ
It is important to noti
e that the bra
es sign used in the denition of the Iˆ
fun
tion denotes a ve
tor whose
omponents are to be written as the generi
ase shown.
7 Con lusions
In spite of the growth in the use of shifted random variables, analyti
al fun
-
tions and methods are unable to give
losed-form representations for sums and
produ
ts of this type of random variables.
In the present paper, in order to approa
h this issue, a new Ib fun
tion, is
dened. This new fun
tion generalizes the H fun
tion by
hanging the gamma
fun
tions present in its
ontour integral denition by H fun
tions themselves.
This way, not only the H fun
tion but also the I, Y and Generalized Upper
In
omplete Fox H fun
tions are shown to be spe
ial
ases of the Ib fun
tion.
The new fun
tion has been su
essfully applied to obtain the distributions
of the sum and the produ
t of generalized shifted gamma random variables,
showing its value both in theoreti
al and pra
ti
al ba
kgrounds.
432 Puhspa N. Rathie, Arjun K. Rathie and Luan C. de S. M. Ozelim
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