Distribution of a Ratio of Correlated Gamma Random Variables

DOI10.1137/0136025zbMATH Open0422.62043OpenAlexW1971669779MaRDI QIDQ3855985FDOQ3855985

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

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