# Use equation (17.2) to establish the following distributional relationships that are helpful for calculating quantiles. a. Assume

## Question:

Use equation (17.2) to establish the following distributional relationships that are helpful for calculating quantiles.

**a.** Assume that \(y_{0}=\alpha_{1} F / \alpha_{2}\), where \(F\) has an \(F\)-distribution with numerator and denominator degrees of freedom \(d f_{1}=2 \alpha_{1}\) and \(d f_{2}=2 \alpha_{2}\). Show that \(y\) has a GB2 distribution.

**b.** Assume that \(y_{0}=B /(1-B)\), where \(B\) has a beta distribution with parameters \(\alpha_{1}\) and \(\alpha_{2}\). Show that \(y\) has a GB2 distribution.

**c.** Describe how to use parts (a) and (b) for calculating quantiles.

**d.** Describe how to use parts (a) and (b) for simulation.

Fantastic news! We've Found the answer you've been seeking!

## Step by Step Answer:

**Related Book For**

## Regression Modeling With Actuarial And Financial Applications

**ISBN:** 9780521135962

1st Edition

**Authors:** Edward W. Frees