The distribution of the ratio of two independent Dagum random variables

• Autorzy: Pollastri A. , Zambruno G.
• Języki publikacji: EN

Abstrakty

EN

An estimation procedure of the distribution of the ratio of two independent Dagum random variables is proposed. Such an issue is of remarkable importance when analyzing the characteristics of ratios of economic variables which can be described by the Dagum model. The distribution and density functions are computed via numerical procedures; a numerical method is also proposed, in order to make the computation of the distribution easier and faster. Finally, some empirical investigations are reported, in order to establish the effectiveness of the model, and an application is presented concerning the estimation of the distribution of the ratio between the expenditures of a 2-member and a 1-member household, based on the Banca d'Italia 2006 survey.

Słowa kluczowe

EN

Dagum distribution; independent Dagum r.v.'s; distribution functions

• Wydawca: Oficyna Wydawnicza Politechniki Wrocławskiej
• Czasopismo: Operations Research and Decisions
• Rocznik: 2010
• Tom: Vol. 20, No. 3-4
• Strony: 95--102
• Opis fizyczny: Bibliogr. 15 poz., rys.

Twórcy

autor

Pollastri A.

autor

Zambruno G.

• Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali, Universita di Milano Bicocca, Italia,

Bibliografia

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