Showing papers by "Manisha Pal published in 2016"
TL;DR: In this article, the distribution and moments of the ratio of independent inverted gamma variates have been considered and unbiased estimators of the parameter involved in the distribution have been proposed.
Abstract: 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.
25 citations
TL;DR: In this paper, a modified maximum-likelihood method and a Bayesian technique have been used to estimate R = P(Y < X), when X and Y are distributed as two independent four-parameter generalized gamma random variables with same location and scale parameters.
Abstract: In this paper we consider estimation of R = P(Y < X), when X and Y are distributed as two independent four-parameter generalized gamma random variables with same location and scale parameters. A modified maximum likelihood method and a Bayesian technique have been used to estimate R on the basis of independent samples. As the Bayes estimator cannot be obtained in a closed form, it has been implemented using importance sampling procedure. A simulation study has also been carried out to compare the two methods.
16 citations
TL;DR: In this article, the distribution of the ratio of two independent exponentiated Pareto random variables, X and Y, and its properties were derived and analyzed using some special functions.
Abstract: 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.
13 citations
TL;DR: In this paper, the authors constructed skewed distributions with pdfs of the form 2f(u)G(¸u), where ¸ is a real number, f(¢) is taken to be a Laplace pdf while the cdf G(¢ ) comes from one of Laplace, double Weibull, reflected Pareto, reflected beta prime, or reflected generalized uniform distribution.
Abstract: In this paper we construct some skewed distributions with pdfs of the form 2f(u)G(¸u), where ¸ is a real number, f(¢) is taken to be a Laplace pdf while the cdf G(¢) comes from one of Laplace, double Weibull, reflected Pareto, reflected beta prime, or reflected generalized uniform distribution. Properties of the resulting distributions are studied. In particular, expressions for the moments of these distributions and the characteristic functions are derived. However, as some of these quantities could not be evaluated in closed forms, special functions have been used to express them. Graphical illustrations of the pdfs of the skewed distributions are also given. Further, skewness-kurtosis graphs for these distributions have been drawn.
3 citations