The distribution of sums, products and ratios for Lawrance and Lewis's bivariate exponential random variables

DOI10.1016/j.csda.2005.07.022zbMath1379.62009OpenAlexW2039119307MaRDI QIDQ959423

M. Masoom Ali, Saralees Nadarajah

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.07.022

zbMATH Keywords

sums of random variablesproduct of random variablesratios of random variablesLawrance and Lewis's bivariate exponential distribution

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation ⋮ An Explicit Distribution to Model the Proportion of Heating Degree Day and Cooling Degree Day ⋮ The distribution of the product of two independent generalized trapezoidal random variables

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