Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates
Abd-elfattah, Ehab;
Abstract
© 2017 Taylor & Francis Group, LLC. The generalized gamma distribution is a flexible and attractive distribution because it incorporates several well-known distributions, i.e., gamma, Weibull, Rayleigh, and Maxwell. This article derives saddlepoint density and distribution functions for the ratio of two linear functions of generalized gamma variables and the product of n independent generalized gamma variables. Simulation studies are used to evaluate the accuracy of the saddlepoint approximations. The saddlepoint approximations are fast, easy, and very accurate.
Other data
Title | Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates | Authors | Abd-elfattah, Ehab | Issue Date | 2017 | Journal | Communications in Statistics - Theory and Methods | DOI | 23 https://api.elsevier.com/content/abstract/scopus_id/85028556222 11745 46 10.1080/03610926.2016.1277758 |
Scopus ID | 2-s2.0-85028556222 |
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