Distribution of a Ratio of Correlated Gamma Random Variables

DOI10.1137/0136025zbMath0422.62043OpenAlexW1971669779MaRDI QIDQ3855985

John A. Flueck, Burt S. Holland, Ru-Ying Lee

Publication date: 1979

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0136025

zbMATH Keywords

ratio of correlated gamma random variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Classical hypergeometric functions, ({}_2F_1) (33C05)

Related Items (7)

The Kotz type ratio distribution ⋮ Jensen's bivariate gamma distribution: ratios of components ⋮ Distributions of the product and ratio of Maxwell and Rayleigh random variables ⋮ The moment function for the ratio of correlated generalized gamma variables ⋮ Statistics for ratios of Rayleigh, Rician Nakagami-\(m\), and Weibull distributed random variables ⋮ On the ratio \(X/Y\) for some elliptically symmetric distributions ⋮ On the product and ratio for the elliptically symmetric Pearson type Vii distribution

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