ON THE PRODUCT AND RATIO OF GAMMA AND WEIBULL RANDOM VARIABLES
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Publication:5438207
DOI10.1017/S0266466606060154zbMath1139.62302OpenAlexW1982622491MaRDI QIDQ5438207
Samuel Kotz, Saralees Nadarajah
Publication date: 23 January 2008
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466606060154
Related Items (7)
Distribution properties and estimation of the ratio of independent Weibull random variables ⋮ Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors ⋮ On computing distributions of products of non-negative independent random variables ⋮ Mean and variance of ratios of proportions from categories of a multinomial distribution ⋮ Approximating the probability density function of a transformation of random variables ⋮ Krätzel function and related statistical distributions ⋮ Characterizations of Distributions of Ratios of Certain Independent Random Variables
Cites Work
- On the distribution of the product of independent beta random variables
- The probability distribution of the ratio of the absolute values of two normal variables
- Bivariate distributions of some ratios of independent noncentral chi-square random variables
- Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables
- The Distribution of the Product of Two Correlated t Variates
- Distributions of the ratios of independent beta variables and applications
- Ratios of Normal Variables and Ratios of Sums of Uniform Variables
- The Distribution of Products of Beta, Gamma and Gaussian Random Variables
- The Error of Forecast in Econometric Models when the Forecast-Period Exogenous Variables are Stochastic
- On the Distribution of the Ratio of Two Random Variables Having Generalized Life Distributions
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