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...

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Detalles Bibliográficos
Autores: Nadarajah, Saralees, Kotz, Samuel
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
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spelling Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratiosNadarajah, SaraleesKotz, SamuelDistribution (Probability theory)Hypergeometric functionsDistribució (Teoria de la probabilitat)Funcions hipergeomètriquesClassificació AMS::33 Special functions::33C Hypergeometric functionsClassificació AMS::62 Statistics::62E Distribution theoryHolaWe 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.Peer ReviewedInstitut d'Estadística de Catalunya20052005-01-0120072007-11-12journal articlehttp://purl.org/coar/resource_type/c_6501NAhttp://purl.org/coar/version/c_be7fb7dd8ff6fe43info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/2099/3767reponame:UPCommons. Portal del coneixement obert de la UPCinstname:Universitat Politècnica de Catalunya (UPC)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2Attribution-NonCommercial-NoDerivs 2.5 Spainhttp://creativecommons.org/licenses/by-nc-nd/2.5/es/info:eu-repo/semantics/openAccessoai:upcommons.upc.edu:2099/37672026-05-27T15:37:01Z
dc.title.none.fl_str_mv Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
title Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
spellingShingle Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
Nadarajah, Saralees
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
title_short Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
title_full Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
title_fullStr Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
title_full_unstemmed Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
title_sort Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
dc.creator.none.fl_str_mv Nadarajah, Saralees
Kotz, Samuel
author Nadarajah, Saralees
author_facet Nadarajah, Saralees
Kotz, Samuel
author_role author
author2 Kotz, Samuel
author2_role author
dc.subject.none.fl_str_mv 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
topic 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
description 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.
publishDate 2005
dc.date.none.fl_str_mv 2005
2005-01-01
2007
2007-11-12
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
NA
http://purl.org/coar/version/c_be7fb7dd8ff6fe43
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/2099/3767
url https://hdl.handle.net/2099/3767
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivs 2.5 Spain
http://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivs 2.5 Spain
http://creativecommons.org/licenses/by-nc-nd/2.5/es/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Institut d'Estadística de Catalunya
publisher.none.fl_str_mv Institut d'Estadística de Catalunya
dc.source.none.fl_str_mv reponame:UPCommons. Portal del coneixement obert de la UPC
instname:Universitat Politècnica de Catalunya (UPC)
instname_str Universitat Politècnica de Catalunya (UPC)
reponame_str UPCommons. Portal del coneixement obert de la UPC
collection UPCommons. Portal del coneixement obert de la UPC
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,300719

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