Jensen's bivariate gamma distribution: ratios of components

Authors: Nadarajah, Saralees¹; Kotz, Samuel²

Source: Journal of Statistical Computation and Simulation, Volume 77, Number 4, January 2007 , pp. 349-358(10)

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Abstract:

The exact distribution of the ratio X/(X+Y) is derived when X and Y follow the bivariate gamma distribution due to Jensen. Several particular cases are considered. An application of the results is provided to drought data from Nebraska.

Keywords: Jensen's bivariate gamma distribution; Drought data; Ratio of random variables

Document Type: Research article

DOI: http://dx.doi.org/10.1080/10629360600593360

Affiliations: 1: Department of Statistics, University of Nebraska, Lincoln, NE, USA 2: Department of Engineering Management and Systems Engineering, George Washington University, Washington, D.C., USA

Publication date: 2007-01-01