Alexander Hener wrote:
> I have a modelling problem where any help would be appreciated.
> Assume that I want to model a fraction, where the nominator is a sum of,
Do you mean numerator?
> say, four continous random variables. I am thinking of using some
> parameter-additive distribution there, e.g. the gamma, since the sum in
> the nominator needs not be negative. The denominator should be continous
> and positive. Now my questions are :
>
> 1. Is anyone aware of distributions which lend themselves to such a
> model ?
If the fractions are between zero and one, you may wish to consider the
beta distribution for the fraction - if X and Y are independent gamma
r.vs, then X/(X+Y) is beta. If X = X1 + X2 + X3 + X4 is your numerator,
that would seem to suggest something like a beta at first glance.
Glen
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