Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
HolaWe 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 percentag...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2005 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/3767 |
| Acceso en línea: | https://hdl.handle.net/2099/3767 |
| Access Level: | acceso abierto |
| Palabra clave: | Distribution (Probability theory) Hypergeometric functions Distribució (Teoria de la probabilitat) Funcions hipergeomètriques Classificació AMS::33 Special functions::33C Hypergeometric functions Classificació AMS::62 Statistics::62E Distribution theory |
| Sumario: | HolaWe 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. |
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