Law of multiplicative error and its generalization to the correlated observations represented by the \(q\)-product. (English) Zbl 1336.62154
Summary: 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.
MSC:
| 62H20 | Measures of association (correlation, canonical correlation, etc.) |
Keywords:
multiplicative error; law of error; likelihood function; log-normal distribution; \(q\)-productReferences:
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