On the distribution of the product and ratio of independent generalized gamma-ratio random variables

MaRDI QIDQ3580865zbMATH OpenFDO

Authors Carlos A. Coelho, João Tiago Mexia

Publication date 13 August 2010

zbMATH Keywords

sum of exponentialsGIG distributionbeta primefolded Cauchybeta second kinddifference of exponentialsfolded TPareto and inverted Pareto distributionsparticular mixtures

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

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(13)

• On the ratio of gamma and Rayleigh random variables
• The moment function for the ratio of correlated generalized gamma variables
• Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates
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• Assessing homoscedasticity graphically Levene-Brown-Forsythe approaches
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• scientific article; zbMATH DE number 3844808 (Why is no real title available?)

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