2000 character limit reached
Remarks on a free analogue of the beta prime distribution (1906.00661v1)
Published 3 Jun 2019 in math.PR and math.OA
Abstract: We introduce the free analogue of the classical beta prime distribution by the multiplicative free convolution of the free Poisson and the reciprocal of free Poisson distributions, and related free analogues of the classical $F$, $T$, and beta distributions. We show the rationales of our free analogues via the score functions and the potentials. We calculate the moments of the free beta prime distribution explicitly in combinatorial by using non-crossing linked partitions, and demonstrate that the free beta prime distribution belongs to the class of the free negative binomials in the free Meixner family.