Volume 17, Issue 2, June 2018, Pages 230 - 241
A note on Sum, Difference, Product and Ratio of Kumaraswamy Random Variables
Authors
Avishek Mallickmallicka@marshall.edu
Department of Mathematics, Marshall University, Huntington, West Virginia 25755, USA
Indranil Ghoshghoshi@uncw.edu
Department of Mathematics and Statistics, University of North Carolina, Wilmington, North Carolina 28403, USA
G. G. Hamedanigholamhoss.hamedani@marquette.edu
Department of Mathematics, Statistics and Computer Science, Marquette University, Milwaukee, Wisconsin 53201, USA
Received 14 December 2016, Accepted 15 September 2017, Available Online 30 June 2018.
- DOI
- 10.2991/jsta.2018.17.2.4How to use a DOI?
- Keywords
- Ratio of random variables; product of random variables; Kumaraswamy distribution; sub-independence
- 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.
- Copyright
- Copyright © 2018, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).
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TY - JOUR AU - Avishek Mallick AU - Indranil Ghosh AU - G. G. Hamedani PY - 2018 DA - 2018/06/30 TI - A note on Sum, Difference, Product and Ratio of Kumaraswamy Random Variables JO - Journal of Statistical Theory and Applications SP - 230 EP - 241 VL - 17 IS - 2 SN - 2214-1766 UR - https://doi.org/10.2991/jsta.2018.17.2.4 DO - 10.2991/jsta.2018.17.2.4 ID - Mallick2018 ER -