Distribution of product and quotient of bivariate generalized exponential distribution


Genc A. İ.

STATISTICAL PAPERS, cilt.55, ss.785-803, 2014 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 55 Konu: 3
  • Basım Tarihi: 2014
  • Doi Numarası: 10.1007/s00362-013-0527-9
  • Dergi Adı: STATISTICAL PAPERS
  • Sayfa Sayısı: ss.785-803

Özet

In this work we derive closed form expressions for the probability density functions and moments of the quotient and product of the components of the bivariate generalized exponential distribution introduced by Kundu and Gupta (J Multivariate Anal, 100:581-593, 2009) and compute the percentage points. The derivations will be useful for practitioners of this bivariate model. We then give a real data application of the product.