Showing 1 - 10 of 390
Abstract In the area of stress-strength models there has been a large amount of work as regards estimation of the reliability R = Pr( X Y ). The algebraic form for R = Pr( X Y ) has been worked out for the vast majority of the well-known distributions when X and Y are independent random...
Persistent link: https://www.econbiz.de/10014590779
Abstract The distribution of the ratio is derived when X and Y are logistic and Bessel function random variables distributed independently of each other. The distribution is of interest in econometrics, and ranking and selection problems.
Persistent link: https://www.econbiz.de/10014590789
Persistent link: https://www.econbiz.de/10005495790
Skewed symmetric distributions have attracted a great deal of attention in the last few years. One of them, the skewed Cauchy distribution suffers from limited applicability because of the lack of finite moments. This article proposes an alternative to the skewed Cauchy distribution, which we...
Persistent link: https://www.econbiz.de/10005435140
Persistent link: https://www.econbiz.de/10005371270
Persistent link: https://www.econbiz.de/10005390562
The distribution of linear combinations of random variables arises explicitly in many areas of engineering. This has increased the need to have available the widest possible range of statistical results on linear combinations of random variables. In this note, the exact distribution of the...
Persistent link: https://www.econbiz.de/10005458284
This paper concerns a family of univariate distributions suggested by Topp & Leone in 1955. Topp & Leone provided no motivation for this new family and by way of properties they derived only the first four integer-order moments, i.e. E(Xn) for n=1, r 2, r 3, r 4 . In this paper we provide a...
Persistent link: https://www.econbiz.de/10005458426
Persistent link: https://www.econbiz.de/10005462668
Inverse Gaussian distributions have proved to fit economic indices remarkably well in empirical investigations (Aase, 2000). In this note, the exact distribution of the ratio W = X/(X + Y) is derived when X and Y are independent inverse Gaussian random variables. This distribution arises when...
Persistent link: https://www.econbiz.de/10005471500