Statistics of Correlated Generalized Gamma Variates
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چکیده
In this paper the most important statistical metrics of the product and the ratio of two correlated Generalized Gamma (GG) random variables (RV)s, raised to an arbitrary power, are studied. The probability density function (PDF) and the cumulative distribution function (CDF) have been derived in most cases in closed form. Moreover, an upper bound for the CDF of the sum of the two correlated GG RVs has been also obtained. Finally several numerical evaluated results have been also obtained.
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تاریخ انتشار 2006