Muliere and Scarsini's bivariate Pareto distribution: sums, products and ratios.
Saralees Nadarajah; Samuel Kotz
SORT (2005)
- Volume: 29, Issue: 2, page 183-199
- ISSN: 1696-2281
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topNadarajah, Saralees, and Kotz, Samuel. "Muliere and Scarsini's bivariate Pareto distribution: sums, products and ratios.." SORT 29.2 (2005): 183-199. <http://eudml.org/doc/40472>.
@article{Nadarajah2005,
abstract = {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 computer power- will be of use to the practitioners of the bivariate Pareto distribution.},
author = {Nadarajah, Saralees, Kotz, Samuel},
journal = {SORT},
keywords = {Distribuciones multivariantes; Función hipergeométrica; Variables aleatorias; Distribución de Pareto; incomplete beta function; Gaussian hypergeometric functions; Muliere and Scarsini's bivariate Pareto distribution; products of random variables; ratios of random variables; sums of random variables},
language = {eng},
number = {2},
pages = {183-199},
title = {Muliere and Scarsini's bivariate Pareto distribution: sums, products and ratios.},
url = {http://eudml.org/doc/40472},
volume = {29},
year = {2005},
}
TY - JOUR
AU - Nadarajah, Saralees
AU - Kotz, Samuel
TI - Muliere and Scarsini's bivariate Pareto distribution: sums, products and ratios.
JO - SORT
PY - 2005
VL - 29
IS - 2
SP - 183
EP - 199
AB - 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 computer power- will be of use to the practitioners of the bivariate Pareto distribution.
LA - eng
KW - Distribuciones multivariantes; Función hipergeométrica; Variables aleatorias; Distribución de Pareto; incomplete beta function; Gaussian hypergeometric functions; Muliere and Scarsini's bivariate Pareto distribution; products of random variables; ratios of random variables; sums of random variables
UR - http://eudml.org/doc/40472
ER -
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