Abstract
We derive the exact distributions of R = X + Y, U = XY and W = X/(X + Y) and the corresponding moment properties when X and Y follow the generalized bivariate Pareto distribution. The expressions turn out to involve special functions.
Citation
Mariano Ruiz Espejo. Saralees Nadarajah. "Sums, products, and ratios for the generalized bivariate Pareto distribution." Kodai Math. J. 29 (1) 72 - 83, March 2006. https://doi.org/10.2996/kmj/1143122388
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