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)
- Indranil Ghosh (Creator)
- Institution
- 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.
A note on Sum, Difference, Product and Ratio of Kumaraswamy Random Variables
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Created on 12/14/2016
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Additional Information
- Publication
- https://doi.org/10.2991/jsta.2018.17.2.4
- Language: English
- Date: 2018
- Keywords
- Ratio of random variables, product of random variables, Kumaraswamy distribution, sub-independence