Distribution of a Ratio of Correlated Gamma Random Variables

DOI10.1137/0136025MaRDI QIDQ3855985zbMATH OpenOpenAlexFDO

Authors Ru-Ying Lee, Burt S. Holland, John A. Flueck

Publication date 1979

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0136025

zbMATH Keywords

ratio of correlated gamma random variables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Classical hypergeometric functions, ({}_2F_1) (33C05)

Cited in

(7)

• The moment function for the ratio of correlated generalized gamma variables
• Distributions of the product and ratio of Maxwell and Rayleigh random variables
• Jensen's bivariate gamma distribution: ratios of components
• The Kotz type ratio distribution
• On the product and ratio for the elliptically symmetric Pearson type Vii distribution
• On the ratio \(X/Y\) for some elliptically symmetric distributions
• Statistics for ratios of Rayleigh, Rician Nakagami-\(m\), and Weibull distributed random variables

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