关于伽马和威布尔随机变量的乘积与比率

ON THE PRODUCT AND RATIO OF GAMMA AND WEIBULL RANDOM VARIABLES

Econometric Theory · 2006
被引 50
人大 A-ABS 4

中文导读

推导了独立伽马和威布尔随机变量乘积与比率的精确分布,对统计和计量领域的研究者有参考价值。

Abstract

The distributions of products and ratios of random variables are of interest in many areas of the sciences. In this note, the exact distributions of the product XY and the ratio X/Y are derived when X and Y are gamma and Weibull random variables distributed independently of each other.The authors thank the referee and the editor for carefully reading the paper and for their help in improving the paper.

Gamma分布Weibull分布乘积分布比率分布