Exact Distributions of Products of Certain Random Variables

DOI10.1515/EQC.2008.15zbMATH Open1247.62042OpenAlexW1974775669MaRDI QIDQ2915286

Saralees Nadarajah

Publication date: 16 September 2012

Published in: Economic Quality Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/eqc.2008.15

zbMATH Keywords

ParetogammaWeibulllog-normalexponentialclaim amount

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

Related Items (11)

Unnamed Item ⋮ Product representations for random variables with Weibull distributions and their applications ⋮ Exact distribution of the product of \(N\) Student's \(t\) RVs ⋮ The Distribution of the Product of Independent Rayleigh Random Variables ⋮ Exact upper bound on the mean of the product of many random variables with known expecta\-tions ⋮ Unnamed Item ⋮ A probabilistic variant of Chernoff's product formula ⋮ Exact distribution of the product of \(m\) gamma and \(n\) Pareto random variables ⋮ On the Moment Determinacy of Products of Non-identically Distributed Random Variables ⋮ Random Variables and Product of Probability Spaces ⋮ Explicit formulae for product moments of multivariate Gaussian random variables

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