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Applied Economics Letters Volume 13, 2006 - Issue 3
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Original Articles

On the ratio of gamma and levy random variable

Saralees Nadarajah Department of Statistics, University of Nebraska, Lincoln, NE 68583, USACorrespondence[email protected]
&
Samuel Kotz Department of Engineering Management and Systems Engineering, The George Washington University, Washington, DC 20052, USA
Pages 153-157 | Published online: 20 Aug 2006

References

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  • Korhonen , PJ and Narula , SC . 1989 . The probability distribution of the ratio of the absolute values of two normal variables . Journal of Statistical Computation and Simulation , 33 : 173 – 82 .
  • Marsaglia , G . 1965 . Ratios of normal variables and ratios of sums of uniform variables . Journal of the American Statistical Association , 60 : 193 – 204 .
  • Pham-Gia , T . 2000 . Distributions of the ratios of independent beta variables and applications . Communications in Statistics – Theory and Methods , 29 : 2693 – 715 .
  • Press , SJ . 1969 . The t ratio distribution . Journal of the American Statistical Association , 64 : 242 – 52 .
  • Provost , SB . 1989 . On the distribution of the ratio of powers of sums of gamma random variables . Pakistan Journal Statistics , 5 : 157 – 74 .
  • Shcolnick , SM . 1985 . “ On the ratio of independent stable random variables ” . In Stability Problems for Stochastic Models , Berlin : Springer . (Uzhgorod, 1984), 349–54, Lecture Notes in Mathematics, 1155

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