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ON THE PRODUCT AND RATIO OF GAMMA AND WEIBULL RANDOM VARIABLES

Published online by Cambridge University Press:  09 February 2006

Saralees Nadarajah  and
Samuel Kotz
Saralees Nadarajah
Affiliation:
University of Nebraska
Samuel Kotz
Affiliation:
George Washington University
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Abstract

The distributions of products and ratios of random variables are of interest in many areas of the sciences. In this note, the exact distributions of the product XY and the ratio X/Y are derived when X and Y are gamma and Weibull random variables distributed independently of each other.The authors thank the referee and the editor for carefully reading the paper and for their help in improving the paper.

Type
NOTES AND PROBLEMS
Information
Econometric Theory , Volume 22 , Issue 2 , April 2006 , pp. 338 - 344
Copyright
© 2006 Cambridge University Press

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