Far East Journal of Theoretical Statistics

The Far East Journal of Theoretical Statistics publishes original research papers and survey articles in the field of theoretical statistics, covering topics such as Bayesian analysis, multivariate analysis, and stochastic processes.

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APPLYING FISHER’S AND STUDENT’S LAWS IN PROBABILITY DENSITY FUNCTION CALCULATION METHODS

Authors

  • LOYARA Vini Yves Bernadin
  • OUOBA Fabrice
  • BAGRE Remi Guillaume

Keywords:

probability density function, Fisher distribution, Student distribution

DOI:

https://doi.org/10.17654/0972086325010

Abstract

The purpose of this paper is to discover a method for creating joint distributions that establishes a solid foundation for a new distribution model. The technique used to design a joint distribution is through the use of the mathematical expectation of an application with two variables. We obtain new joint probability density functions using the technique of calculation by the mathematical expectation of a compound function. We also study the independence of combinations of random variables following these distributions.

Received: April 17, 2025
Revised: June 10, 2025
Accepted: June 14, 2025

References

Milton Abramowitz and Irene Ann Stegun, eds. [June 1964], “Chapter 6.5”, Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, Applied Mathematics Series, Vol. 55 (Ninth reprint with additional corrections of tenth original printing with corrections (December 1972); first ed.), United States Department of Commerce, National Bureau of Standards, Dover Publications, Washington D.C., New York, 1983.

Loyara Vini Yves Bernadin, Remi Guillaume Bagré and Bere Frédéric, Links between the incomplete gamma function and the independent and Gumbel copulas, Int. J. Math. Math. Sci. 2024 (2024), 9, Article ID 2695842. https://doi.org/10.1155/2024/2695842.

Jean-Pierre Lecoutre, Statistique et probabilities, Cours et exercices corrigés, Dunod, 2016. www.dunod.com.

Yves Bernadin Vini Loyara, Remi Guillaume Bagré and Diakarya Barro, Multivariate risks modeling for financial portfolio management and climate applications, Far East J. Math. Sci. (FJMS) 101(4) (2017), 909-929.

Yves Bernadin Vini Loyara and Diakarya Barro, Value-at-risk modeling with conditional copulas in Euclidean space framework, European Journal of Pure and Applied Mathematics (EJPAM) 12 (2019), 194-207.

Published

2025-07-09

Issue

Section

Articles

How to Cite

APPLYING FISHER’S AND STUDENT’S LAWS IN PROBABILITY DENSITY FUNCTION CALCULATION METHODS. (2025). Far East Journal of Theoretical Statistics , 69(2), 205-214. https://doi.org/10.17654/0972086325010

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