ON THE PRODUCT AND RATIO OF GAMMA AND WEIBULL RANDOM VARIABLES

Saralees Nadarajah and Samuel Kotz

Econometric Theory, 2006, vol. 22, issue 02, pages 338-344

Abstract: The distributions of products and ratios of random variables are of interest in many areas of the sciences. In this note, the exact distributions of the product XY and the ratio X Y are derived when X and Y are gamma and Weibull random variables distributed independently of each other.The authors thank the referee and the editor for carefully reading the paper and for their help in improving the paper.

Date: 2006

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Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:22:y:2006:i:02:p:338-344_06

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