Exact distribution of the product of mm gamma and nn Pareto random variables

Exact distribution of the product of mm gamma and nn Pareto random variables

0.00 Avg rating0 Votes
Article ID: iaor20115941
Volume: 235
Issue: 15
Start Page Number: 4496
End Page Number: 4512
Publication Date: Jun 2011
Journal: Journal of Computational and Applied Mathematics
Authors:
Keywords: applied probability, Pareto principle
Abstract:

Exact expressions are derived for the probability density function (pdf), cumulative distribution function (cdf), shape of the pdf, asymptotics of the pdf and the cdf, Laplace transform, moment properties and the order statistics properties of the product of m equ1 independent gamma and n equ2 independent Pareto random variables. Computer programs are provided for computing the probability density function and the associated percentage points. Estimation issues by the methods of moments and maximum likelihood are discussed.

Reviews

Required fields are marked *. Your email address will not be published.