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Distribution of product and quotient of bivariate generalized exponential distribution

Ali Genç ()

Statistical Papers, 2014, vol. 55, issue 3, 785-803

Abstract: In this work we derive closed form expressions for the probability density functions and moments of the quotient and product of the components of the bivariate generalized exponential distribution introduced by Kundu and Gupta (J Multivariate Anal, 100:581–593, 2009 ) and compute the percentage points. The derivations will be useful for practitioners of this bivariate model. We then give a real data application of the product. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Bivariate generalized exponential distribution; Quotient; Product; Percentage points; 62E15; 60E05 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00362-013-0527-9

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