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dc.contributor.authorNadarajah, Saralees
dc.contributor.authorKotz, Samuel
dc.identifier.citationNadarajah, Saralees; Kotz, Samuel. "Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios". SORT, 2005, Vol. 29, núm. 2
dc.description.abstractHolaWe 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.publisherInstitut d'Estadística de Catalunya
dc.relation.ispartofSORT. 2005, Vol. 29, Núm. 2 [July-December]
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.subject.otherDistribution (Probability theory)
dc.subject.otherHypergeometric functions
dc.titleMuliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
dc.subject.lemacDistribució (Teoria de la probabilitat)
dc.subject.lemacFuncions hipergeomètriques
dc.description.peerreviewedPeer Reviewed
dc.subject.amsClassificació AMS::33 Special functions::33C Hypergeometric functions
dc.subject.amsClassificació AMS::62 Statistics::62E Distribution theory
dc.rights.accessOpen Access

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