Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates

Ehab F. Abd-Elfattah

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 23, 11745-11755

Abstract: The generalized gamma distribution is a flexible and attractive distribution because it incorporates several well-known distributions, i.e., gamma, Weibull, Rayleigh, and Maxwell. This article derives saddlepoint density and distribution functions for the ratio of two linear functions of generalized gamma variables and the product of n independent generalized gamma variables. Simulation studies are used to evaluate the accuracy of the saddlepoint approximations. The saddlepoint approximations are fast, easy, and very accurate.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2016.1277758 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:23:p:11745-11755

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2016.1277758

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().