On the product and the sum of random variables with arithmetic and non-arithmetic distributions

Markus Abt

Statistics & Probability Letters, 1994, vol. 19, issue 4, 291-297

Abstract: We show that the distribution of the product and the sum of independent random variables having arithmetic distributions is again arithmetic. In case of the product, it is also possible to give a formula for the span. Furthermore, we also prove the converse statement. If the distribution of the sum of the product of independent random variables is arithmetic, this already forces the distributions of the random variables itsself to be arithmetic.

Keywords: Arithmetic; distribution; span; sum; and; product; of; independent; random; variables (search for similar items in EconPapers)
Date: 1994
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(94)90179-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:19:y:1994:i:4:p:291-297

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().