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2009 THE EXACT DISTRIBUTIONS OF $XY$ AND $X/Y$ FOR SOME ELLIPTICALLY SYMMETRIC DISTRIBUTIONS
Saralees Nadarajah
Taiwanese J. Math. 13(2A): 377-392 (2009). DOI: 10.11650/twjm/1500405343

Abstract

The exact distributions of the product $XY$ and the ratio $X/Y$ are derived when $(X, Y)$ has the elliptically symmetric Pearson type II distribution, elliptically symmetric Pearson type VII distribution and the elliptically symmetric Kotz type distribution.

Citation

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Saralees Nadarajah. "THE EXACT DISTRIBUTIONS OF $XY$ AND $X/Y$ FOR SOME ELLIPTICALLY SYMMETRIC DISTRIBUTIONS." Taiwanese J. Math. 13 (2A) 377 - 392, 2009. https://doi.org/10.11650/twjm/1500405343

Information

Published: 2009
First available in Project Euclid: 18 July 2017

zbMATH: 1175.33011
MathSciNet: MR2499994
Digital Object Identifier: 10.11650/twjm/1500405343

Subjects:
Primary: 33C90 , 62E99

Keywords: elliptically symmetric distributions , product of random variables , ratio of random variables

Rights: Copyright © 2009 The Mathematical Society of the Republic of China

Vol.13 • No. 2A • 2009
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