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Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates

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  • Ehab F. Abd-Elfattah

Abstract

The generalized gamma distribution is a flexible and attractive distribution because it incorporates several well-known distributions, i.e., gamma, Weibull, Rayleigh, and Maxwell. This article derives saddlepoint density and distribution functions for the ratio of two linear functions of generalized gamma variables and the product of n independent generalized gamma variables. Simulation studies are used to evaluate the accuracy of the saddlepoint approximations. The saddlepoint approximations are fast, easy, and very accurate.

Suggested Citation

  • Ehab F. Abd-Elfattah, 2017. "Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(23), pages 11745-11755, December.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11745-11755
    DOI: 10.1080/03610926.2016.1277758
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