On the Ratio of two Independent Exponentiated Pareto Variables

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...

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Main Authors: M. Masoom Ali, Manisha Pal, Jungsoo Woo
Format: Article
Language:English
Published: Austrian Statistical Society 2016-02-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/253
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spelling doaj-14dcc8530f824c61a05b54b604b3de482021-04-22T12:34:28ZengAustrian Statistical SocietyAustrian Journal of Statistics1026-597X2016-02-0139410.17713/ajs.v39i4.253On the Ratio of two Independent Exponentiated Pareto VariablesM. Masoom Ali0Manisha Pal1Jungsoo Woo2Dept. of Mathematical Sciences, Ball State University, Indiana, USADept. of Statistics, University of Calcutta, IndiaDept. of Statistics, Yeungnam University, Gyongsan, South KoreaIn 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.http://www.ajs.or.at/index.php/ajs/article/view/253
collection DOAJ
language English
format Article
sources DOAJ
author M. Masoom Ali
Manisha Pal
Jungsoo Woo
spellingShingle M. Masoom Ali
Manisha Pal
Jungsoo Woo
On the Ratio of two Independent Exponentiated Pareto Variables
Austrian Journal of Statistics
author_facet M. Masoom Ali
Manisha Pal
Jungsoo Woo
author_sort M. Masoom Ali
title On the Ratio of two Independent Exponentiated Pareto Variables
title_short On the Ratio of two Independent Exponentiated Pareto Variables
title_full On the Ratio of two Independent Exponentiated Pareto Variables
title_fullStr On the Ratio of two Independent Exponentiated Pareto Variables
title_full_unstemmed On the Ratio of two Independent Exponentiated Pareto Variables
title_sort on the ratio of two independent exponentiated pareto variables
publisher Austrian Statistical Society
series Austrian Journal of Statistics
issn 1026-597X
publishDate 2016-02-01
description 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.
url http://www.ajs.or.at/index.php/ajs/article/view/253
work_keys_str_mv AT mmasoomali ontheratiooftwoindependentexponentiatedparetovariables
AT manishapal ontheratiooftwoindependentexponentiatedparetovariables
AT jungsoowoo ontheratiooftwoindependentexponentiatedparetovariables
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