English

On the distribution of a random variable involved in an independent ratio

Probability 2023-07-14 v1

Abstract

In this paper, using inverse integral transforms, we derive the exact distribution of the random variable XX that is involved in the ratio Z=dX/(X+Y)Z \stackrel{d}{=} X/(X+Y) where XX and YY are independent random variables having the same support, and ZZ and YY have known distributions. We introduce new distributions this way. As applications of the obtained results, several examples are presented.

Keywords

Cite

@article{arxiv.2307.06817,
  title  = {On the distribution of a random variable involved in an independent ratio},
  author = {Roberto Vila and Narayanaswamy Balakrishnan and Marcelo Bourguignon},
  journal= {arXiv preprint arXiv:2307.06817},
  year   = {2023}
}

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15 pages