On The Distribution of The Ratio of Two Hyper-Erlang Random Variables
نویسندگان
چکیده
The distribution of ratio of two random variables has been studied by several authors especially when the two random variables are independent and come from the same family. In this paper, the exact distribution of the ratio of two independent HyperErlang distribution is derived. However, closed expressions of the probability density, cumulative distribution function, reliability function, hazard function, moment generating function and the rth moment are found for this ratio distribution and proved to be a linear combination of the Generalized-F distribution. Moreover, the particular case, the ratio of two independent Hyper-Exponential distribution is examined.
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