On the Ratio of Inverted Gamma Variates

In this paper the distribution and moments of the ratio of independent inverted gamma variates have been considered. Unbiased estimators of the parameter involved in the distribution have been proposed. As a particular case, the ratio of independent Levy variates have been studied.

Bibliographic Details
Main Authors: M. Masoom Ali, Manisha Pal, Jungsoo Woo
Format: Article
Language:English
Published: Austrian Statistical Society 2016-04-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/328