Study of the mellin integral transform with applications in statistics And probability

S. M. Khairnar, R. M. Pise, J.

Abstract

The Fourier integral transform is well known for finding the probability densities for sums and differences of random variables. We use the Mellin integral transforms to derive different properties in statistics and probability densities of single continuous random variable. We also discuss the relationship between the Laplace and Mellin integral transforms and use of these integral transforms in deriving densities for algebraic combination of random variables. Results are illustrated with examples.