The gamma beta ratio distribution

DOI10.1214/10-BJPS128MaRDI QIDQ2427784zbMATH OpenOpenAlexFDO

Authors Saralees Nadarajah

Publication date 18 April 2012

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1327328084

zbMATH Keywords

beta distributionestimationgamma distributionmomentsratio of random variables

Mathematics Subject Classification ID

Applications of hypergeometric functions (33C90) Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Statistics of extreme values; tail inference (62G32)

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Cites work

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Cited in

(6)

• A compound beta distribution with applications in finance
• Distribution properties and estimation of the ratio of independent Weibull random variables
• Distribution of the ratio of gamma variates
• The Beta-Gompertz Distribution
• Comparison of Time–to–Event Data for Clinical Trials
• The variance-gamma ratio distribution

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