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
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