On the Product and Ratio of Gamma and Beta Random Variables

The distributions of the product XY and the ratio X/Y are derived when X and Y are gamma and beta random variables distributed independently of each other. Tabulations of the associated percentage points and illustrations of their practical use are also provided.

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Bibliographic Details
Published in:Advances in statistical analysis : AStA : a journal of the German Statistical Society 2005-01, Vol.89 (4), p.435-449
Main Authors: Nadarajah, Saralees, Kotz, Samuel
Format: Article
Language:English
Subjects:
Distribution
Economic models
Linear models
Random variables
Statistical methods
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Online Access:Get full text
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Description
Summary:The distributions of the product XY and the ratio X/Y are derived when X and Y are gamma and beta random variables distributed independently of each other. Tabulations of the associated percentage points and illustrations of their practical use are also provided.
ISSN:0002-6018
1863-8171
1614-0176
1863-818X
DOI:10.1007/s10182-005-0214-9