On Generalized Slash Distributions: Representation by Hypergeometric Functions

Peter Zörnig
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Peter Zörnig: Department of Statistics, Institute of Exact Sciences, University of Brasília, 70910-900 Brasília, Brazil

Stats, 2019, vol. 2, issue 3, 1-17

Abstract: The popular concept of slash distribution is generalized by considering the quotient Z = X/Y of independent random variables X and Y, where X is any continuous random variable and Y has a general beta distribution. The density of Z can usually be expressed by means of generalized hypergeometric functions. We study the distribution of Z for various parent distributions of X and indicate a possible application in finance.

Keywords: generalized slash distribution; hypergeometric functions; special functions; applications in finance (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2019
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