Exact Distribution of the Product of Two or More Logistic Random Variables

Saralees Nadarajah ()
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Saralees Nadarajah: University of Manchester

Methodology and Computing in Applied Probability, 2009, vol. 11, issue 4, 651-660

Abstract: Abstract Without a doubt, the logistic distribution is the most popular statistical model in the social sciences and related areas. Motivated by the importance of products of random variables in these areas, we derive the exact distributions of | X 1 X 2 | and | X 1 X 2 ⋯ X p | when X m are independent logistic random variables. Tabulations of the associated percentage points are provided and possible extensions discussed.

Keywords: Logistic distribution; Products of random variables; Social science; 33C90; 62E99 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s11009-008-9084-4

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