On the product of generalized Pareto random variables
The distribution of products of random variables arises explicitly in many areas of the sciences, engineering and medicine. This has increased the need to have available the widest possible range of statistical results on products of random variables. In this note, the distribution of the product XY is derived when X and Y are independent generalized Pareto random variables. Extensive tabulations of the associated percentage points are also given.
Year of publication: |
2008
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Authors: | Nadarajah, Saralees |
Published in: |
Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 15.2008, 4, p. 253-259
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Publisher: |
Taylor & Francis Journals |
Saved in:
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