On Generalized Slash Distributions: Representation by Hypergeometric Functions
Keyword(s):
The popular concept of slash distribution is generalized by considering the quotient Z = X/Y of independent random variables X and Y, where X is any continuous random variable and Y has a general beta distribution. The density of Z can usually be expressed by means of generalized hypergeometric functions. We study the distribution of Z for various parent distributions of X and indicate a possible application in finance.
1968 ◽
Vol 64
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pp. 485-488
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2013 ◽
Vol 16
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pp. 1350005
2009 ◽
Vol 46
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pp. 721-731
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pp. 412-432
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Vol 34
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pp. 420-425
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