Technical Lemmas for calculating quotient of random variables conditioned to the positive quadrant.For more detailed information please read the first reference paper section 2.2.
Usage
I_1(a, b)
I_2(a, b)
I_3(a, b)
J_1(a, b, c, alpha)
J_2(a, b, c, alpha)
J_3(a, b, c, alpha)
Yuancheng Si and Saralees Nadarajah and Xiaodong Song, (2020). On the distribution of quotient of random variables conditioned to the positive quadrant. Communications in Statistics - Theory and Methods, 49, pp2514-2528.
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Arnold, B. C. and Strauss, D. (1988).Pseudolikelihood estimation.Sankhya B , 53, pp233-243.
Caginalp, C. and Caginalp, G. (2018).The quotient of normal random variables and application to asset price fat tails.Physica A—Statistical Mechanics and Its Applications, 499, pp457-471.
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Nadarajah, S. and Kotz, S. (2007).Financial Pareto ratios.Quantitative Finance, 7, pp257-260.