Distributions of the Product and Ratio of Two Independent Pareto and Exponential Random Variables

Authors

Noura Obeid, Department of Mathematics and Computer Science, Faculty of Science, Beirut Arab University, LebanonFollow
Seifedine Kadry, Department of Mathematics and Computer Science, Faculty of Science, Beirut Arab University, LebanonFollow

Abstract

The distributions of products and ratios of random variables are of interest in many areas of the sciences. In this paper, we find analytically the probability distributions of the product XY and the ratio X/Y , when X and Y are two independent random variables following Pareto and Exponential distributions, respectively.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/jsap/110123

Recommended Citation

Obeid, Noura and Kadry, Seifedine (2022) "Distributions of the Product and Ratio of Two Independent Pareto and Exponential Random Variables," Journal of Statistics Applications & Probability: Vol. 11: Iss. 1, Article 23.
DOI: http://dx.doi.org/10.18576/jsap/110123
Available at: https://digitalcommons.aaru.edu.jo/jsap/vol11/iss1/23