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phubaba
Posts:
4
Registered:
2/11/08


Combining Distributions (multiply, dividing etc)
Posted:
Jun 7, 2009 3:21 PM


In general, I have no idea how to combine different distributions. I've tried searching online and I've found no general tactic. I know that if you add distributions you can look at the product of the moment generating functions, but other than that no luck. For example,
Imagine Z~exponentla(lambda=1) and W~Gamma(alpha,beta).
Now find the distribution of X=Z/W. I have no idea where to start or really what to do with this.
I would really appreciate a place to look online to understand this problem. Or any books that talk about these methods.



