Economic models based on Pareto and Gamma random variables

• Autores: Saralees Nadarajah
• Localización: Spanish economic review, ISSN 1435-5469, Vol. 9, Nº 4, 2007, págs. 309-317
• Idioma: inglés
• DOI: 10.1007/s10108-007-9026-2
• Texto completo no disponible (Saber más ...)
• Resumen

  • The distribution of products of random variables arises explicitly in economics and related areas. This has increased the need to have available the widest possible range of statistical results on products of random variables. In this note, the exact distribution of the product XY is derived when X and Y are independent random variables and arise from the two most applied models for economic data. The associated estimation procedures and percentage points are provided.

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