Product and Ratio of Generalized Gamma-Ratio Random Variables
Exact and Near-exact distributions - Applications
Products of ratios of independent Gamma random variables (r.v.''s) are relevant in many tests of hypotheses. Obtaining explicit manageable expressions for their p.d.f. and c.d.f. is a challenging problem. In this monograph we take this challenge. The book tries to illustrate the use of several techniques, exhibiting a balanced blend between theory and a good number of examples. A large number of graphs and tables illustrate several particular aspects of the distributions being studied. Besides the exact distribution, we also consider near-exact ones, obtained through a new concept of approximation of the characteristic function. Computational…
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Produktdetails
Weitere Autoren: T. Mexia, João
- ISBN: 978-3-8383-5846-8
- EAN: 9783838358468
- Produktnummer: 37833385
- Verlag: LAP Lambert Academic Publishing
- Sprache: Englisch
- Erscheinungsjahr: 2010
- Seitenangabe: 160 S.
- Masse: H22.0 cm x B15.0 cm x D1.0 cm 256 g
- Abbildungen: Paperback
- Gewicht: 256
Über den Autor
Carlos A. Coelho, Ph.D. in Biostatistics by University of Michigan, his main area of research is Distribution Theory, namely near-exact and exact distributions for test statistics used in Multivariate Analysis. João T. Mexia, Ph.D. in Statistics by The New University of Lisbon, his main research area is Linear Inference, namely Mixed Linear Models
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