Ratio of two independent xgamma random variables and some distributional properties

2024/02/22 by Sen, Subhradev, Ghosh, Suman K., Al-Mofleh, Hazem
#FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Probability (math.PR)

paper · doi:10.48550/arxiv.2402.14377

Abstract

In this investigation, the distribution of the ratio of two independently distributed xgamma (Sen et al. 2016) random variables X and Y , with different parameters, is proposed and studied. The related distributional properties such as, moments, entropy measures, are investigated. We have also shown a unique characterization of the proposed distribution based on truncated incomplete moments.

Related

• The variance-gamma ratio distribution
• On the distribution of a random variable involved in an independent ratio
• Sum of Independent XGamma Distributions
• On classes of distributions on the unit interval: structural properties and application to inequality data
• Distribution and Moments of a Normalized Dissimilarity Ratio for two Correlated Gamma Variables