On the ratio X/Y for some elliptically symmetric distributions

The distributions of the ratio X/Y are derived when (X,Y) has the elliptically symmetric Pearson-type II distribution, elliptically symmetric Pearson-type VII distribution and the elliptically symmetric Kotz-type distribution.

MoreLess

Year of publication:	2006
Authors:	Nadarajah, Saralees
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 97.2006, 2, p. 342-358
Publisher:	Elsevier
Keywords:	Elliptically symmetric distributions Ratios of random variables

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153126