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Economic models based on Pareto and Gamma random variables
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MAP20071509279
Nadarajah, Saralees ‌
Economic models based on Pareto and Gamma random variables / Saralees Nadarajah
The distribution of products of random variables arises explicity 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 pointsare provided
En: Spanish Economic Review = Revista española de economía. - Barcelona : Universidad Autónoma de Barcelona, Departamento de Economía e Historia Económica. - Vol. 9, issue 4, December 2007 ; p. 309-317
1. Métodos estadísticos ‌. 2. Modelos probabílisticos ‌. 3. Estadística ‌. I. Title. II. Título: Revista española de economía.