3
$\begingroup$

$X \sim \mathrm{GG}\left(p,d,\theta_{1},\mu\right)$ where $p$ is power, $d$ is shape, $\theta_1$ is scale and $\mu$ is location parameter. Also Consider $Y \sim \mathrm{GG}\left(p,d,\theta_{2},\mu\right)$ where $p$ is power, $d$ is shape, $\theta_2$ is scale and $\mu$ is location parameter.

Where,

$f(x;θ_1,d,p,\mu)=\left(\frac{p}{\theta_1^d}\right)(x−\mu)^{d−1}e^{−[(x−μ)/θ_1]^p}/Γ(d/p)\;\;\; ,x>\mu\;\mbox{ and } p,d,\theta_1>0$

What is the distribution of $\;Z=\frac{X}{Y}$?

All the papers I read so far only have the case without location parameter. Please help. Thanks

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.