On the product and ratio of gamma and beta random variables

被引:0
作者
Nadarajah S. [1 ]
Kotz S. [2 ]
机构
[1] Department of Statistics, University of Nebraska, Lincoln
[2] Department of Engineering Management and Systems Engineering, George Washington University, Washington
来源
Allgemeines Statistisches Archiv | 2005年 / 89卷 / 4期
关键词
Linear combinations of random variables; Products of random variables; Ratios of random variables;
D O I
10.1007/s10182-005-0214-9
中图分类号
学科分类号
摘要
The distributions of the product XY and the ratio X/Y are derived when X and Y are gamma and beta random variables distributed independently of each other. Tabulations of the associated percentage points and illustrations of their practical use are also provided. © Physica-Verlag 2005.
引用
收藏
页码:435 / 449
页数:14
相关论文
共 26 条
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