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The distribution of sums, products and ratios for Lawrance and Lewis's bivariate exponential random variables

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  • Nadarajah, Saralees
  • Ali, M. Masoom

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  • Nadarajah, Saralees & Ali, M. Masoom, 2006. "The distribution of sums, products and ratios for Lawrance and Lewis's bivariate exponential random variables," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3449-3463, August.
    • Handle: RePEc:eee:csdana:v:50:y:2006:i:12:p:3449-3463
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    References listed on IDEAS

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    1. T. Pham-Gia & N. Turkkan, 2002. "The product and quotient of general beta distributions," Statistical Papers, Springer, vol. 43(4), pages 537-550, October.
    2. Toyoda, Toshihisa & Ohtani, Kazuhiro, 1986. "Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions," Journal of Econometrics, Elsevier, vol. 31(1), pages 67-80, February.
    3. A. J. Lawrance & P. A. W. Lewis, 1983. "Simple Dependent Pairs of Exponential and Uniform Random Variables," Operations Research, INFORMS, vol. 31(6), pages 1179-1197, December.
    4. Serge Provost & Edmund Rudiuk, 1994. "The exact density function of the ratio of two dependent linear combinations of chi-square variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(3), pages 557-571, September.
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    Cited by:

    1. Lorenzo Hern'andez & Jorge Tejero & Alberto Su'arez & Santiago Carrillo-Men'endez, 2012. "Percentiles of sums of heavy-tailed random variables: Beyond the single-loss approximation," Papers 1203.2564, arXiv.org, revised Dec 2012.

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