A note on Sum, Difference, Product and Ratio of Kumaraswamy Random Variables

UNCW Author/Contributor (non-UNCW co-authors, if there are any, appear on document)
Ghosh, Indranil (Creator)
The University of North Carolina Wilmington (UNCW )
Web Site: http://library.uncw.edu/

Abstract: 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.

Additional Information

Language: English
Date: 2018
Ratio of random variables, product of random variables, Kumaraswamy distribution, sub-independence

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