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Exact Distribution of the Ratio of Gamma and Rayleigh Random Variables

Pakistan Journal of Statistics and Operation Research

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Field Value
 
Title Exact Distribution of the Ratio of Gamma and Rayleigh Random Variables
 
Creator Shakil, M.
Kibria, B. M. Golam
 
Description The distributions of the ratio of two independent random variables arise in many applied problems and have been extensively studied by many researchers. This article derives the distributions of the ratio Z=|x/y| , when x and y are gamma and Rayleigh random variables respectively and are distributed independently of each other. The associated pdf, cdf, and moments have been given in terms of different special functions, for examples, confluent hypergeometric function, parabolic-cylinder function and beta functions. Some plots for the cdf and pdf associated with the distribution of the ratio have been provided.
 
Publisher College of Statistical and Actuarial Sciences
 
Date 2006-07-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.pjsor.com/index.php/pjsor/article/view/91
10.18187/pjsor.v2i2.91
 
Source Pakistan Journal of Statistics and Operation Research; Vol 2. No. 2, July 2006; 87-98
2220-5810
1816-2711
 
Language eng
 
Relation http://www.pjsor.com/index.php/pjsor/article/view/91/68