Downloads provided by UsageCountsMuliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
Nadarajah, Saralees; Kotz, Samuel;
Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios
Trobem la distribució exacta de R = X + Y , P = X Y, W = X/(X + Y ), els corresponents moments i les seves propietats quan X, Y segueixen la distribució bivariant Pareto de Muliere i Scarsini. Les expressions fan servir funcions especials. També proporcionem tabulacions extensives dels percentils associats amb les distribucions. Aquestes taules -obtingudes emprant potents tècniques de computació intensiva-seran d'utilitat per als usuaris de la distribució de Pareto bivariant.
We derive the exact distributions of R = X + Y, P = X Y and W = 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.
Funció hypergeomètrica de Gauss, Productes de variables, Incomplete beta function, Pareto distribution, Products of random variables, Distribució bivariant Pareto de Muliere i Scarsini, Hypergeometric functions, :62 Statistics::62E Distribution theory [Classificació AMS], Sumes de variables aleatòries, Distribució (Teoria de la probabilitat), Muliere and Scarsini's bivariate, Ratios of random variables, Quocients de variables aleatòries, Gauss hypergeometric function, Classificació AMS::62 Statistics::62E Distribution theory, Distribution (Probability theory), Sums of random variables, Funcions hipergeomètriques, Classificació AMS::33 Special functions::33C Hypergeometric functions, Funció beta incompleta, :33 Special functions::33C Hypergeometric functions [Classificació AMS], Aleatòries
Funció hypergeomètrica de Gauss, Productes de variables, Incomplete beta function, Pareto distribution, Products of random variables, Distribució bivariant Pareto de Muliere i Scarsini, Hypergeometric functions, :62 Statistics::62E Distribution theory [Classificació AMS], Sumes de variables aleatòries, Distribució (Teoria de la probabilitat), Muliere and Scarsini's bivariate, Ratios of random variables, Quocients de variables aleatòries, Gauss hypergeometric function, Classificació AMS::62 Statistics::62E Distribution theory, Distribution (Probability theory), Sums of random variables, Funcions hipergeomètriques, Classificació AMS::33 Special functions::33C Hypergeometric functions, Funció beta incompleta, :33 Special functions::33C Hypergeometric functions [Classificació AMS], Aleatòries
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