The type I distribution of the ratio of independent “Weibullized” generalized beta-prime variables

被引:0
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作者
Andriëtte Bekker
Jacobus Roux
Thu Pham-Gia
机构
[1] University of Pretoria,Department of Statistics, Faculty of Natural and Agricultural Sciences
[2] Université de Moncton,Department of Mathematics and Statistics
来源
Statistical Papers | 2009年 / 50卷
关键词
Gauss hypergeometric function; Generalized beta-prime distribution; Incomplete beta function; Meijer’s G-function; Predictive distribution; Income distribution; 62E15; 62H10;
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摘要
In this paper we introduce the distribution of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{X_{1}^{c}}{X_{1}^{c}+X_{2}^{c}}$$\end{document} , with c >  0, where Xi, i =  1, 2, are independent generalized beta-prime-distributed random variables, and establish a closed form expression of its density. This distribution has as its limiting case the generalized beta type I distribution recently introduced by Nadarajah and Kotz (2004). Due to the presence of several parameters the density can take a wide variety of shapes.
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页码:323 / 338
页数:15
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