Invitation to the seminar – Božidar Popović and Andjela Mijanovic (University of Montenegro)

We invite you to the seminar of the project APVV-21-0216 MATHMER – Advanced mathematical and statistical methods for measurement and metrology, which will be held on Tuesday, May 23, 2023 at 10:00 a.m. in the meeting room of the Institute of Measurement Science of the Slovak Academy of Sciences in Bratislava, Slovakia.

The seminar will feature presentations on advanced probabilistic methods and their applications:

 

One integral transform of the copula function

Božidar Popović

Faculty of Sciences and Mathematics
University of Montenegro
Podgorica, Montenegro

Abstract:

We study an integral transformation of the copula function. We prove that under certain conditions, the studied integral transformation is also the copula function. Some properties of the integral transformation of a copula function are studied. Also, we derive bounds for Kendall’s tau and Spearman’s rho.

 

Distribution of a linear combination of two logistic random variables with application to financial returns

Andjela Mijanovic

Faculty of Sciences and Mathematics
University of Montenegro
Podgorica, Montenegro

 

Abstract:

The cumulative distribution function for two independent generalized logistic random variables in terms of the Fox H-function is derived. The exact expressions for evaluating the probability density function, and cumulative distribution function of a linear combination of two independent generalized logistic random variables are derived by using Mellin and inverse Mellin transform. Application of the considered linear combination in the field of financial returns will be presented.