• Information matrices for some elliptically symmetric distributions 

      Nadarajah, Saralees; Kotz, Samuel (Institut d'Estadística de Catalunya, 2005)
      Article
      Accés obert
      The Fisher information matrices are derived for three of the most popular elliptically symmetric distributions: the Pearson type II, Pearson type VII and the Kotz type distributions. We hope the results could be important ...
    • Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios 

      Nadarajah, Saralees; Kotz, Samuel (Institut d'Estadística de Catalunya, 2005)
      Article
      Accés obert
      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 ...
    • On the computation of confluent hypergeometric functions for large imaginary part of parameters b and z 

      Navas Palencia, G.; Arratia Quesada, Argimiro Alejandro (Springer, 2016)
      Text en actes de congrés
      Accés obert
      We present an efficient algorithm for the confluent hypergeometric functions when the imaginary part of b and z is large. The algorithm is based on the steepest descent method, applied to a suitable representation of the ...