Distribution of product and quotient of bivariate generalized exponential distribution

Genc A. İ.

STATISTICAL PAPERS, cilt.55, sa.3, ss.785-803, 2014 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 55 Sayı: 3
  • Basım Tarihi: 2014
  • Doi Numarası: 10.1007/s00362-013-0527-9
  • Dergi Adı: STATISTICAL PAPERS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.785-803
  • Çukurova Üniversitesi Adresli: Evet

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.