On the Ratio of two Independent Exponentiated Pareto Variables
In this paper we derive the distribution of the ratio of two independent exponentiated Pareto random variables, X and Y , and study its properties. We also find the UMVUE of Pr(X < Y ), and the UMVUE of its variance. As some of the expressions could not be expressed in closed forms, some special...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2016-02-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/253 |
| Summary: | In this paper we derive the distribution of the ratio of two independent exponentiated Pareto random variables, X and Y , and study its properties. We also find the UMVUE of Pr(X < Y ), and the UMVUE of its variance. As some of the expressions could not be expressed in closed forms, some special functions have been used to evaluate them. |
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| ISSN: | 1026-597X |