Muliere and Scarsini's bivariate Pareto distribution: sums, products and ratios.

Saralees Nadarajah; Samuel Kotz

Displaying similar documents to “Muliere and Scarsini's bivariate Pareto distribution: sums, products and ratios.”

Exact and approximate distributions for the product of Dirichlet components

Saralees Nadarajah, Samuel Kotz (2004)

Kybernetika

Similarity:

It is well known that $X / (X + Y)$ has the beta distribution when $X$ and $Y$ follow the Dirichlet distribution. Linear combinations of the form $α X + β Y$ have also been studied in Provost and Cheong [S. B. Provost and Y.-H. Cheong: On the distribution of linear combinations of the components of a Dirichlet random vector. Canad. J. Statist. 28 (2000)]. In this paper, we derive the exact distribution of the product $P = X Y$ (involving the Gauss hypergeometric function) and the corresponding moment properties. We also...

Characterizations of power distributions via moments of order statistics and record values

Z. Grudzień, D. Szynal (1999)

Applicationes Mathematicae

Similarity:

Power distributions can be characterized by equalities involving three moments of order statistics. Similar equalities involving three moments of k-record values can also be used for such a characterization. The case of samples with random sizes is also considered.

On the ratio of Pearson type VII and Bessel random variables.

Nadarajah, Saralees, Kotz, Samuel (2005)

Journal of Applied Mathematics and Decision Sciences

Similarity:

Characterizations of uniform and exponential distributions via moments of the kth record values randomly indexed

Zofia Grudzień, Dominik Szynal (1997)

Applicationes Mathematicae

Similarity:

We characterize uniform and exponential distributions via moments of the kth record statistics. Too and Lin's (1989) results are contained in our approach.

On the outstanding elements and record values in the exponential and gamma populations.

G. S. Lingappaiah (1981)

Trabajos de Estadística e Investigación Operativa

Similarity:

Outstanding elements and recorded values are discussed in this paper as related to exponential and gamma populations. First, the problem of prediction is considered when there are available, k sets of independent observations from a general-type exponential distribution. In such a case, prediction of the n-th record value in the k-th set is made in terms of n-th (i = 1, ..., k-1) record values from other (k-1) sets. For this purpose a predictive distribution is obtained. Secondly, the...

Comparison of the most typical probability distributions with respect to spread

Jaromír Antoch (1978)

Časopis pro pěstování matematiky

Similarity:

A note on the Polya-Eggenberger distributions with s=1 and some applications.

William C. Guenther (1981)

Trabajos de Estadística e Investigación Operativa

Similarity:

Although cumulative probabilities for the Pólya-Eggenberger distributions can be easily found in modern computing facilities, the special cases s=1 can be handled with hypergeometric tables. Applications are mentioned.