A note on Sum, Difference, Product and Ratio of Kumaraswamy Random Variables
- 10.2991/jsta.2018.17.2.4How to use a DOI?
- Ratio of random variables; product of random variables; Kumaraswamy distribution; sub-independence
Explicit expressions for the densities of S = X1 + X2 , D = X1 − X2 , P = X1X2 and R = X1/X2 are derived when X1 and X2 are independent or sub-independent Kumaraswamy random variables. The expressions appear to involve the incomplete gamma functions. Some possible real life scenarios are mentioned in which such quantities might be of interest.
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Cite this article
TY - JOUR AU - Avishek Mallick AU - Indranil Ghosh AU - G. G. Hamedani PY - 2018 DA - 2018/06/30 TI - A note on Sum, Difference, Product and Ratio of Kumaraswamy Random Variables JO - Journal of Statistical Theory and Applications SP - 230 EP - 241 VL - 17 IS - 2 SN - 2214-1766 UR - https://doi.org/10.2991/jsta.2018.17.2.4 DO - 10.2991/jsta.2018.17.2.4 ID - Mallick2018 ER -