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Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
| dc.contributor.author | Nadarajah, Saralees |
| dc.contributor.author | Kotz, Samuel |
| dc.date.accessioned | 2007-11-12T19:52:41Z |
| dc.date.available | 2007-11-12T19:52:41Z |
| dc.date.issued | 2005 |
| dc.identifier.citation | Nadarajah, Saralees; Kotz, Samuel. "Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios". SORT, 2005, Vol. 29, núm. 2 |
| dc.identifier.issn | 1696-2281 |
| dc.identifier.uri | http://hdl.handle.net/2099/3767 |
| dc.description.abstract | HolaWe derive the exact distributions of R = X +Y , P = X Y andW = X/(X +Y ) and the corresponding moment properties when X and Y follow Muliere and Scarsini’s bivariate Pareto distribution. The expressions turn out to involve special functions. We also provide extensive tabulations of the percentage points associated with the distributions.These tables –obtained using intensive computing power– will be of use to practitioners of the bivariate Pareto distribution. |
| dc.format.extent | 183-200 |
| dc.language.iso | eng |
| dc.publisher | Institut d'Estadística de Catalunya |
| dc.relation.ispartof | SORT. 2005, Vol. 29, Núm. 2 [July-December] |
| dc.rights | Attribution-NonCommercial-NoDerivs 2.5 Spain |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/es/ |
| dc.subject.other | Distribution (Probability theory) |
| dc.subject.other | Hypergeometric functions |
| dc.title | Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios |
| dc.type | Article |
| dc.subject.lemac | Distribució (Teoria de la probabilitat) |
| dc.subject.lemac | Funcions hipergeomètriques |
| dc.description.peerreviewed | Peer Reviewed |
| dc.subject.ams | Classificació AMS::33 Special functions::33C Hypergeometric functions |
| dc.subject.ams | Classificació AMS::62 Statistics::62E Distribution theory |
| dc.rights.access | Open Access |
| local.personalitzacitacio | true |
