The distribution of products, quotients, and powers of two dependent H-function variates

Stuart D. Kellogg and J.Wesley Barnes

Mathematics and Computers in Simulation (MATCOM), 1987, vol. 29, issue 3, 209-221

Abstract: The H-function distribution has been shown to be a powerful addition in the study of the algebra of non-negative random variables. However, most of this work has been restricted to the study of independent H-function variates. This paper introduces a bivariate probability distribution based on the H-function of two variables. The distribution is shown to be a generalization of several known bivariate distributions. Further, it is shown that products, quotients, and powers of bivariate H-function variates are H-function variates. Several examples are given.

Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:29:y:1987:i:3:p:209-221

DOI: 10.1016/0378-4754(87)90131-5

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