相关论文: Ratio of two independent xgamma random variables a…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

This article aims to introduced a new distribution named as extended xgamma (EXg) distribution. This generalization is derived from xgamma distribution (Xg), a special finite mixture of exponential and gamma distributions [see, Sen et al.…

The XGamma distribution is a generated distribution from a mixture of Exponential and Gamma distributions. It is found that in many cases the XGamma has more flexibility than the Exponential distribution. In this paper we consider the sum…

For a given data set the problem of selecting either Lindley or xgamma distribution with unknown parameter is investigated in this article. Both these distributions can be used quite effectively for analyzing skewed non-negative data and in…

Let $X_1,\ldots,X_M$ and $Y_1,\ldots,Y_N$ be independent zero mean normal random variables with variances $\sigma_{X_i}^2$, $i=1,\ldots,M$, and $\sigma_{Y_j}^2$, $j=1,\ldots,N$, respectively, and let $X=X_1\cdots X_M$ and $Y=Y_1\cdots Y_N$.…

In this paper, using inverse integral transforms, we derive the exact distribution of the random variable $X$ that is involved in the ratio $Z \stackrel{d}{=} X/(X+Y)$ where $X$ and $Y$ are independent random variables having the same…

We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.

This article aims to introduced a new lifetime distribution named as exponentiated xgamma distribution (EXGD). The new generalization obtained from xgamma distribution, a special finite mixture of exponential and gamma distributions. The…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the product $XY$ is derived. Some basic distributional properties are also derived, including…

Several numerical evaluations of the density and distribution of convolution of independent gamma variables are compared in their accuracy and speed. In application to renewal processes, an efficient formula is derived for the probability…

In this paper, we propose a new distribution over the unit interval which can be characterized as a ratio of the type $Z=Y/(X+Y)$ where $X$ and $Y$ are two correlated Birnbaum-Saunders random variables. The density of $Z$ may be unimodal or…

This paper proposed a new probability distribution named as inverse xgamma distribution (IXGD). Different mathematical and statistical properties,viz., reliability characteristics, moments, inverse moments, stochastic ordering and order…

Truncated multivariate distributions arise extensively in econometric modelling when non-negative random variables are intrinsic to the data-generation process. More broadly, truncated multivariate distributions have appeared in censored…

In this study an attempt has been made to propose a way to develop new distribution. For this purpose, we need only idea about distribution function. Some important statistical properties of the new distribution like moments, cumulants,…

We consider two random variables $X$ and $Y$ following correlated Gamma distributions, characterized by identical scale and shape parameters and a linear correlation coefficient $\rho$. Our focus is on the parameter: \[ D(X,Y) = \frac{|X -…

Motivated by previous work on moment varieties for Gaussian distributions and their mixtures, we study moment varieties for two other statistically important two-parameter distributions: the inverse Gaussian and gamma distributions. In…

Ratios of random variables often appear in probability and statistical applications. We aim to approximate the moments of such ratios under several dependence assumptions. Extending the ideas in Collomb [C. R. Acad. Sci. Paris 285 (1977)…

In this paper we propose a bimodal gamma distribution using a quadratic transformation based on the alpha-skew-normal model. We discuss several properties of this distribution such as mean, variance, moments, hazard rate and entropy…

The gamma density function is usually defined in interval between zero and infinity. This paper introduces an upper and a lower boundary to this distribution. The parameters which characterize the truncated gamma distribution are evaluated.…

Bergsma (2006) proposed a covariance $\kappa$(X,Y) between random variables X and Y. He derived their asymptotic distributions under the null hypothesis of independence between X and Y. The non-null (dependent) case does not seem to have…