Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables

DOI10.4153/CMB-1986-065-3zbMath0653.62015OpenAlexW2320805309MaRDI QIDQ3799491

Roger Trudel, Henrick John Malik

Publication date: 1986

Published in: Canadian Mathematical Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4153/cmb-1986-065-3

zbMATH Keywords

productquotientcorrelated exponential random variablesGumbel's Type I bivariate exponential distributionGumbel's Type II bivariate exponential distributionMarshall- Olkin's bivariate exponential distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10) Reliability and life testing (62N05) Distribution theory (60E99)

Related Items (15)

Distributions of the product and ratio of Maxwell and Rayleigh random variables ⋮ Exact and approximate distributions for the product of inverted Dirichlet components ⋮ On the productXYfor the elliptically symmetric Kotz type distribution ⋮ Extreme value models with application to drought data ⋮ Moment determinacy of powers and products of nonnegative random variables ⋮ Sum, product and ratio of Pareto and gamma variables ⋮ A new proof that the product of three or more exponential random variables is moment-indeterminate ⋮ On the linear combination, product and ratio of normal and Laplace random variables ⋮ ON THE PRODUCT AND RATIO OF GAMMA AND WEIBULL RANDOM VARIABLES ⋮ Exact Distribution ofXYfor the Elliptically Symmetric Pearson Type II Distribution ⋮ Distributions of products involving the type II Bessel function random variable ⋮ Exact distribution of the product of two or more logistic random variables ⋮ Mixture Models and the Krätzel Integral Transform ⋮ On the product \(XY\) for some elliptically symmetric distributions ⋮ On the product and ratio of \(t\) random variables

This page was built for publication: Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables