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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