Exact Distribution of the Quotient of Independent Generalized Gamma Variables

Abstract

Let X be a random variable whose frequency function is 1.1 Form (1.1) is Stacy′s [3] generalization of the gamma distribution. The familiar gamma, chi, chi-squared, exponential and Weibull variâtes are special cases, as are certain functions of normal variate - viz., its positive even powers, its modulus, and all positive powers of its modulus.