On the Product and Ratio of Gamma and Beta Random Variables
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DOI: 10.1007/s10182-005-0214-9
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Cited by:
- Julia Adamska & Łukasz Bielak & Joanna Janczura & Agnieszka Wyłomańska, 2022. "From Multi- to Univariate: A Product Random Variable with an Application to Electricity Market Transactions: Pareto and Student’s t -Distribution Case," Mathematics, MDPI, vol. 10(18), pages 1-29, September.
- Kossowski Tomasz & Hauke Jan, 2018. "SPAG: A New Measure of Spatial Agglomeration. Theoretical Background and Empirical Examples," Quaestiones Geographicae, Sciendo, vol. 37(4), pages 33-42, December.
- repec:awi:wpaper:0447 is not listed on IDEAS
- Curto, José Dias & Serrasqueiro, Pedro, 2022. "Averaging financial ratios," Finance Research Letters, Elsevier, vol. 48(C).
- Hazhir Homei & Saralees Nadarajah, 2018. "On Products and Mixed Sums of Gamma and Beta Random Variables Motivated by Availability," Methodology and Computing in Applied Probability, Springer, vol. 20(2), pages 799-810, June.
- Lei Hua, 2016. "A Note on Upper Tail Behavior of Liouville Copulas," Risks, MDPI, vol. 4(4), pages 1-10, November.
- Hashorva, Enkelejd & Pakes, Anthony G. & Tang, Qihe, 2010. "Asymptotics of random contractions," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 405-414, December.
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Keywords
Linear combinations of random variables; products of random variables; ratios of random variables; JEL C100;All these keywords.
JEL classification:
Statistics
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