Law of Multiplicative Error and Its Generalization to the Correlated Observations Represented by the q-Product

Entropy

关键词: multiplicative error;    law of error;    likelihood function;    log-normal distribution;    q-product;   

DOI  :  10.3390/e15114634

来源: mdpi

【 摘 要 】

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.

【 授权许可】

CC BY   
© 2013 by the authors; licensee MDPI, Basel, Switzerland.