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Sums, products, and ratios for downton’s bivariate exponential distribution

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Abstract

Motivated by environmental applications, we derive the exact distributions of R = X+Y, P = X Y and W = X/(X+Y) and the corresponding moment properties when X and Y follow Downton’s bivariate exponential distribution. The expressions turn out to involve several special functions. For practical purposes, we also provide extensive tabulations of the percentage points associated with the distributions.

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Authors and Affiliations

  1. Department of Statistics, University of Nebraska, Lincoln, NE, 68583, USA

    Saralees Nadarajah

  2. Department of Engineering Management and Systems Engineering, The George Washington University, Washington, DC, 20052, USA

    Samuel Kotz

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  1. Saralees Nadarajah
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  2. Samuel Kotz
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Correspondence to Saralees Nadarajah.

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Nadarajah, S., Kotz, S. Sums, products, and ratios for downton’s bivariate exponential distribution. Stoch Environ Res Ris Assess 20, 164–170 (2006). https://doi.org/10.1007/s00477-005-0235-7

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  • DOI: https://doi.org/10.1007/s00477-005-0235-7

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