On the Ratio of Inverted Gamma Variates

In this paper the distribution and moments of the ratio of independent inverted gamma variates have been considered. Unbiased estimators of the parameter involved in the distribution have been proposed. As a particular case, the ratio of independent Levy variates have been studied.

Bibliographic Details
Main Authors: M. Masoom Ali, Manisha Pal, Jungsoo Woo
Format: Article
Language:English
Published: Austrian Statistical Society 2016-04-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/328
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spelling doaj-e8c53cf457424262817ec3114c19c35a2021-04-22T12:33:57ZengAustrian Statistical SocietyAustrian Journal of Statistics1026-597X2016-04-0136210.17713/ajs.v36i2.328On the Ratio of Inverted Gamma VariatesM. Masoom Ali0Manisha Pal1Jungsoo Woo2Department of Mathematical Sciences, Ball State University, USADepartment of Statistics, University of Calcutta, IndiaDepartment of Statistics, Yeungnam University Gyongsan, South KoreaIn this paper the distribution and moments of the ratio of independent inverted gamma variates have been considered. Unbiased estimators of the parameter involved in the distribution have been proposed. As a particular case, the ratio of independent Levy variates have been studied.http://www.ajs.or.at/index.php/ajs/article/view/328
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 Inverted Gamma Variates
Austrian Journal of Statistics
author_facet M. Masoom Ali
Manisha Pal
Jungsoo Woo
author_sort M. Masoom Ali
title On the Ratio of Inverted Gamma Variates
title_short On the Ratio of Inverted Gamma Variates
title_full On the Ratio of Inverted Gamma Variates
title_fullStr On the Ratio of Inverted Gamma Variates
title_full_unstemmed On the Ratio of Inverted Gamma Variates
title_sort on the ratio of inverted gamma variates
publisher Austrian Statistical Society
series Austrian Journal of Statistics
issn 1026-597X
publishDate 2016-04-01
description In this paper the distribution and moments of the ratio of independent inverted gamma variates have been considered. Unbiased estimators of the parameter involved in the distribution have been proposed. As a particular case, the ratio of independent Levy variates have been studied.
url http://www.ajs.or.at/index.php/ajs/article/view/328
work_keys_str_mv AT mmasoomali ontheratioofinvertedgammavariates
AT manishapal ontheratioofinvertedgammavariates
AT jungsoowoo ontheratioofinvertedgammavariates
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