Title of article :
Sums, products, and ratios for the bivariate gumbel distribution
Author/Authors :
Nadarajah، نويسنده , , S.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Abstract :
We derive the distributions of S = X+Y, D = X − Y, P = XY, and W = X/(X + Y) and the corresponding moment properties when X and Y follow the bivariate Gumbel distribution. The expressions turn out to involve several special functions. We also provide extensive tabulations of the percentage points associated with the four distributions. These tables—obtained using intensive computing power—will be of use to practitioners of the Gumbel distribution.
Keywords :
Bivariate Gumbel distribution , Products of random variables , Ratios of random variables , Percentiles , Sums of random variables
Journal title :
Mathematical and Computer Modelling
Journal title :
Mathematical and Computer Modelling