On the Ratio of two Independent Exponentiated Pareto Variables
DOI:
https://doi.org/10.17713/ajs.v39i4.253Abstract
In this paper we derive the distribution of the ratio of two independent exponentiated Pareto random variables, X and Y , and study its properties. We also find the UMVUE of Pr(X < Y ), and the UMVUE of its variance. As some of the expressions could not be expressed in closed forms, some special functions have been used to evaluate them.References
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