Abstract
A class of power series q-distributions, generated by considering a q-Taylor expansion of a parametric function into powers of the parameter, is discussed. Its q-factorial moments are obtained in terms of q-derivatives of its series (parametric) function. Also, it is shown that the convolution of power series q-distributions is also a power series q-distribution. Furthermore, the q-Poisson (Heine and Euler), q-binomial of the first kind, negative q-binomial of the second kind, and q-logarithmic distributions are shown to be members of this class of distributions and their q-factorial moments are deduced. In addition, the convolution properties of these distributions are examined.
Keywords:
Euler distribution; Heine distribution; negative q-binomial distribution; q-binomial distribution; q-factorial moments; q-logarithmic distribution; q-poisson distribution MSC:
60C05; 05A30
1. Introduction
Benkherouf and Bather (1988) [1] derived the Heine and Euler distributions, which constitute the q-analogs of the Poisson distribution, as feasible priors in a simple Bayesian model for oil exploration. The probability (mass) function of the q-Poisson distributions is given by (Charalambides (2016), p. 107) [2]
where and (Euler distribution) or and (Heine distribution). Also, is a q-exponential function, satisfying the relation , where and or , with the bound depending on q. It should be noted that is another q-exponential function, connected to the first one by .
Kemp and Kemp (1991) [3], in their study of Weldon’s classical dice data, introduced a q-binomial distribution. It is the distribution of the number of successes in a sequence of n independent Bernoulli trials, with the odds of success at a trial varying geometrically with the number of trials. Kemp and Newton (1990) [4] further studied it as a stationary distribution of a birth and death process. The probability function of this q-binomial distribution of the first kind is given by
where and or .
Charalambides (2010) [5] in his study of the q-Bernstein polynomials as a q-binomial distribution of the second kind, introduced the negative q-binomial distribution of the second kind. It is the distribution of the number of failures until the occurrence of the nth success in a sequence of independent Bernoulli trials, with the probability of success at a trial varying geometrically with the number of successes. The probability function of this negative q-binomial distribution of the second kind is given by
where and .
A q-logarithmic distribution was studied by C. D. Kemp (1997) [6] as a group size distribution. Its probability function is given by
where , , and
is a q-logarithmic function.
A class of power series q-distributions, which is introduced in Section 2 by considering a q-Taylor expansion of a parametric function, provides a unified approach to the study of these distributions. Its q-factorial moments, for and , are obtained in terms of q-derivatives of its series function. As essentially noted by Dunkl (1981) [7] and formally expressed in Charalambides and Papadatos (2005) [8] and Charalambides (2016) [2], the usual factorial (and binomial) moments are given in terms of the q-factorial (and q-binomial) moments through the q-Stirling numbers of the first kind. Moreover, it is proved that a power series q-distribution is completely determined from its first two q-cumulants (or q-moments). Also, the convolution of power series q-distributions, using probability-generating functions, is shown to be a power series q-distribution. Furthermore, in Section 3, demonstrating this approach, the q-factorial moments for and of the q-Poisson (Heine and Euler) distributions, q-binomial distribution of the first kind, negative q-binomial distribution of the second kind, and q-logarithmic distribution are obtained as members of this class of distributions. In addition, interesting and useful structural information about these distributions is obtained through their probability-generating functions.
2. Power Series q-Distributions
Consider a positive function of a positive parameter and assume that it is analytic with a q-Taylor expansion about zero (Jackson (1909) [9], Ernst (2012) [10], p. 103)
where the coefficient
with the q-derivative operator (Ernst (2012) [10], p. 200),
does not involve the parameter . Clearly, the function
with and or , satisfies the properties of a probability (mass) function.
Definition 1.
Remark 1.
Remark 2.
The class of power series q-distributions, for , reduces to the class of (usual) power series distributions, which was introduced by Noack (1950) [12] and further studied by Khatri (1959) [13] and Patil (1962) [14]. Furthermore, it should be noted that the range of x in (7), as in the case of the power series distributions, need not be the entire set of nonnegative integers; it can be an arbitrary non-null subset of nonnegative integers. Also, note that a truncated version of a power series q-distribution is itself a power series q-distribution in its own right; hence, the properties that hold for a power series q-distribution continue to hold for its truncated forms.
The basic properties of a power series q-distribution are established in the following propositions. Its q-factorial moments are derived first, in terms of the q-derivatives of the series function.
Proposition 1.
The mth q-factorial moment of the power series q-distribution (7) is given by
In particular, the q-mean and q-variance are given by
and
respectively.
Proof.
The derivation of the -factorial moments, , , of several power series q-distributions, in addition to their own interest, are shown to be useful in the study of limiting distributions (Kyriakoussis and Vamvakari (2013) [15] and Charalambides (2016) [2], chapter 4). These moments are given, in terms of the -derivatives of the series function, by (8) with q replaced by . An alternative expression, in terms of the q-derivatives of the series function, is obtained in the next proposition.
Proposition 2.
The mth -factorial moment of the power series q-distribution (7) is given by
In particular, the -mean and -variance are given by
and
respectively.
Proof.
The mth -factorial moment, since , may be expressed as
Also, the mth q-derivative of the series function , with respect to , can be written as
Introducing it into the last expression of the mth -factorial moment, (11) is obtained. In particular, for , the -mean is given by (12). Also, using the expression
the -variance is obtained in the form (13). □
The convolution of power series q-distributions is also a power q-series distribution, according to the following proposition.
Proposition 3.
(a) The probability generating function of the power series q-distribution (7) is given, in terms of the series function (5), by
(b) Suppose that , , is a sequence of n independent random variables obeying a power series q-distribution, with series function , . Then, the sum obeys a power series q-distribution, with series function
Proof.
The second part of Proposition 3 can be directly extended to an infinite series of random variables according to the following corollary.
Corollary 1.
Suppose that , , is a sequence of independent random variables obeying a power series q-distribution, with series function , . Then, the sum obeys a power series q-distribution, with series function
provided .
3. Particular Power Series q-Distributions
Particular power series q-distributions, which are obtained by specifying the series function, are discussed; their q-factorial moments are deduced and convolution properties are examined.
3.1. q-Poisson Distributions
The q-Poisson distributions, with probability function (1), belong in the family of power series q-distributions, with series function , where and (Euler distribution) or and (Heine distribution). Indeed, since and , it follows from (6) that
and the probability function (7) reduces to (1).
The q-factorial moments, by (8) and since , are readily deduced as
where and (Euler distribution) or and (Heine distribution). In particular, the q-mean is given by
Furthermore, using (10), the q-variance is obtained as
The -factorial moments, by (11) and since
are obtained as
which on using
reduces to
where and (Euler distribution) or and (Heine distribution). In particular, the -mean is
Also, by (13), the -variance is obtained as
which reduces to
A characterization of a q-Poisson distribution through a relation between the first two q-factorial moments is worth mentioning. Clearly,
for and (Euler distribution) or and (Heine distribution). Charalambides and Papadatos (2005) [8] showed that a family of nonnegative integer-valued random variables , for and , with a power series q-distribution, obeys a Euler distribution, if and only if
for and . Without any change in the proof, the last relation holds true for and or if and only if the probability function of is given by
where and or and , with an arbitrary constant. The additional characterization provided by this extension may be rephrased as follows. A family of nonnegative integer-valued random variables , for and , with a power series q-distribution, obeys a Heine distribution, if and only if
for and .
A close examination of the probability generating function of a q-Poisson distribution reveals interesting and useful structural information about the probability distribution. Specifically, from expression (14), with series function , and setting , the probability generating function of the Heine distribution is deduced as
where is the probability generating function of a Bernoulli distribution. Therefore, according to Corollary 1, the Heine distribution may be expressed as an infinite convolution of independent (and not identically distributed) Bernoulli distributions. This representation of the Heine distribution was first noticed by Benkherouf and Bather (1988).
Also, from (14), with , and setting , the probability generating function of the Euler distribution is obtained as
where is the probability generating function of a geometric distribution. Therefore, according to Corollary 1, the Euler distribution may be expressed as an infinite convolution of independent (and not identically distributed) geometric distributions. It should be noted that this expression of the Euler distribution was derived by Kemp (1992) [16].
3.2. q-Binomial Distribution of the First Kind
The q-binomial distribution of the first kind, with probability function (2), is a power series q-distribution, with series function , where and or . Indeed, since
it follows successively that
for , and, by (6), that
and the probability function (7) reduces to (2).
The q-factorial moments, by (8) and since
are obtained as
where and or . In particular, the q-mean is
Also, by (10), the q-variance is obtained as
which, on using the expression , reduces to
The -factorial moments, on using (11) with
and since
are obtained as
where and or . In particular, the -mean is
Also, by (13) and using the expression , the -variance is obtained as
which after some algebra reduces to
The probability generating function of the q-binomial distribution of the first kind, on using (14), is deduced as
where is the probability generating function of a Bernoulli distribution. Therefore, according to Proposition 3(b), the q-binomial distribution of the first kind, may be expressed as a convolution of n independent (and not identically distributed) Bernoulli distributions.
More generally, the q-binomial distribution of the first kind may be expressed as a convolution of n independent q-binomial distributions of the first kind. Specifically, let , , be a sequence of n independent random variables and assume that follows a q-binomial distribution of the first kind with parameters , , and q, where , for and . Clearly, the probability-generating function of is given by
Consequently, the probability-generating function of the sum , is deduced as
which, for , simplifies to
Therefore, the distribution of is a q-binomial distribution of the first kind with parameters m, , and q.
Finally, it is worth noticing that the probability-generating function of the Heine distribution, with parameters and q,
where , may be expressed as product, , of the probability generating function of the q-binomial distribution of the first kind, with parameters n, , and q,
and the probability generating function of the Heine distribution, with parameters and q,
Therefore, a Heine distribution may be expressed as a convolution of a q-binomial distribution of the first kind and an independent Heine distribution.
3.3. Negative q-Binomial Distribution of the Second Kind
The negative q-binomial distribution of the second kind with probability function (3) is a power series q-distribution, with series function , where and . Indeed, since
it follows successively that
for , and, by (6), that
and the probability function (7) reduces to (3).
The q-factorial moments, by (8) and since
are obtained as
where and . In particular, the q-expected value is
Also, by (10), the q-variance is obtained as
which, on using the expression , reduces to
The -factorial moments, on using (11) with
and since
are obtained as
where and . In particular, the -mean is
Also, by (13), the -variance is obtained as
which, on using the expression , reduces to
The probability generating function of the negative q-binomial distribution of the second kind, on using (14), is deduced as
where is the probability generating function of a geometric distribution. Therefore, according to Proposition 3(b), the negative q-binomial distribution of the second kind may be expressed as a convolution of n independent (and not identically distributed) geometric distributions.
More generally, the negative q-binomial distribution of the second kind may be expressed as a convolution of n independent negative q-binomial distributions of the second kind. Specifically, let , , be a sequence of n independent random variables and assume that , follows a negative q-binomial distribution of the second kind with parameters , , and q, where , for and . Clearly, the probability-generating function of is given by
Consequently, the probability-generating function of the sum , is deduced as
which, for , simplifies to
Therefore, the distribution of is a negative q-binomial distribution of the second kind with parameters m, , and q.
Finally, it is worth noticing that the probability-generating function of the Euler distribution, with parameters and q,
where may be expressed as product, , of the probability generating function of the negative q-binomial distribution of the second kind, with parameters n, , and q,
and the probability generating function of the Euler distribution, with parameters and q,
Therefore, an Euler distribution may be expressed as a convolution of a negative q-binomial distribution of the second kind and an independent Euler distribution.
3.4. q-Logarithmic Distribution
The q-logarithmic distribution, with probability distribution (4), is a power series q-distribution with a series function
Indeed, taking successively q-derivatives of the series function,
and using the negative q-binomial formula
we find
and, by (6),
and the probability function (7) reduces to (4).
The q-factorial moments, by (8) and since
are obtained as
In particular, the q-mean value is
Also, using (11), the q-variance is obtained as
Funding
This research received no external funding.
Data Availability Statement
Data is contained within the article.
Acknowledgments
The author is very grateful to the referees for their valuable comments towards revising this paper.
Conflicts of Interest
The author declares no conflicts of interest.
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