Densities and distribution functions of the ratio of two linear functions and the product of Gamma variates: A saddlepoint approach
Abd-elfattah, Ehab;
Abstract
© 2017 Taylor & Francis Group, LLC. Saddlepoint approximations for the densities and the distribution functions of the ratio of two linear functions of gamma random variables and the product of gamma random variables are derived. Ratios of linear functions with positive and negative weights and non identical gamma variables are considered. The saddlepoint approximations are very accurate in the tails as in the center of the distribution. Extensive simulation studies are used to evaluate the accuracy of the proposed methods.
Other data
Title | Densities and distribution functions of the ratio of two linear functions and the product of Gamma variates: A saddlepoint approach | Authors | Abd-elfattah, Ehab | Issue Date | 2016 | Journal | Communications in Statistics - Theory and Methods | DOI | 15 https://api.elsevier.com/content/abstract/scopus_id/85017187568 7327 46 10.1080/03610926.2016.1148736 |
Scopus ID | 2-s2.0-85017187568 |
Recommend this item
Similar Items from Core Recommender Database
Items in Ain Shams Scholar are protected by copyright, with all rights reserved, unless otherwise indicated.