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2007.39: On the ratio X/Y for some elliptically symmetric distributions

2007.39: Saralees Nadarajah (2006) On the ratio X/Y for some elliptically symmetric distributions. Journal of Multivariate Analysis, 97 (2). pp. 342-358. ISSN 0047-259X

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DOI: 10.1016/j.jmva.2005.03.004

Abstract

The distributions of the ratio X/Y are derived when (X,Y) has the elliptically symmetric Pearson-type II distribution, elliptically symmetric Pearson-type VII distribution and the elliptically symmetric Kotz-type distribution.

Item Type:Article
Uncontrolled Keywords:Elliptically symmetric distributions; Ratios of random variables
Subjects:MSC 2000 > 33 Special functions (properties of functions as functions)
MSC 2000 > 62 Statistics
MIMS number:2007.39
Deposited By:Miss Louise Stait
Deposited On:29 March 2007

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