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Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios

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Nadarajah, Saralees
Kotz, Samuel
Document typeArticle
Defense date2005
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
Attribution-NonCommercial-NoDerivs 2.5 Spain
This work is protected by the corresponding intellectual and industrial property rights. Except where otherwise noted, its contents are licensed under a Creative Commons license : Attribution-NonCommercial-NoDerivs 2.5 Spain
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.
CitationNadarajah, Saralees; Kotz, Samuel. "Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios". SORT, 2005, Vol. 29, núm. 2 
URIhttp://hdl.handle.net/2099/3767
ISSN1696-2281
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  • SORT (Statistics and Operations Research Transactions) - 2005, Vol. 29, Núm. 2 [8]
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