Show simple item record

dc.contributor.authorNadarajah, Saralees
dc.contributor.authorKotz, Samuel
dc.date.accessioned2007-11-12T19:52:41Z
dc.date.available2007-11-12T19:52:41Z
dc.date.issued2005
dc.identifier.citationNadarajah, Saralees; Kotz, Samuel. "Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios". SORT, 2005, Vol. 29, núm. 2
dc.identifier.issn1696-2281
dc.identifier.urihttp://hdl.handle.net/2099/3767
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.format.extent183-200
dc.language.isoeng
dc.publisherInstitut d'Estadística de Catalunya
dc.relation.ispartofSORT. 2005, Vol. 29, Núm. 2 [July-December]
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.subject.otherDistribution (Probability theory)
dc.subject.otherHypergeometric functions
dc.titleMuliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
dc.typeArticle
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


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record

Except where otherwise noted, content on this work is licensed under a Creative Commons license: Attribution-NonCommercial-NoDerivs 2.5 Spain