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Distribution of product and quotient of bivariate generalized exponential distribution

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  • Ali Genç

Abstract

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. Copyright Springer-Verlag Berlin Heidelberg 2014

Suggested Citation

  • Ali Genç, 2014. "Distribution of product and quotient of bivariate generalized exponential distribution," Statistical Papers, Springer, vol. 55(3), pages 785-803, August.
    • Handle: RePEc:spr:stpapr:v:55:y:2014:i:3:p:785-803
    DOI: 10.1007/s00362-013-0527-9
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    References listed on IDEAS

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    1. Anwar Joarder, 2009. "Moments of the product and ratio of two correlated chi-square variables," Statistical Papers, Springer, vol. 50(3), pages 581-592, June.
    2. Kundu, Debasis & Gupta, Rameshwar D., 2009. "Bivariate generalized exponential distribution," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 581-593, April.
    3. Saralees Nadarajah, 2009. "A bivariate distribution with gamma and beta marginals with application to drought data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(3), pages 277-301.
    4. Saralees Nadarajah, 2006. "Sums, products and ratios of generalized beta variables," Statistical Papers, Springer, vol. 47(1), pages 69-90, January.
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