Characterizations of Distributions of Ratios of Certain Independent Random Variables

G.G. Hamedani

doi:10.2478/jamsi-2013-0002

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Characterizations of Distributions of Ratios of Certain Independent Random Variables

Journal of Applied Mathematics, Statistics and Informatics

Volume 9 (2013): Issue 1 (May 2013)

By: G.G. Hamedani

Open Access

|Aug 2013

Abstract

Various characterizations of the distributions of the ratio of two independent gamma and exponential random variables as well as that of two independent Weibull random variables are presented. These characterizations are based, on a simple relationship between two truncated moments ; on hazard function ; and on functions of order statistics.

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