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Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables

Published online by Cambridge University Press:  20 November 2018

Henrick J. Malik  and
Roger Trudel
Henrick J. Malik
Affiliation:
University of Guelph Guelph, Ontario
Roger Trudel
Affiliation:
Agriculture Canada Ottawa, Ontario
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Abstract

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This article deals with the distributions of the product and the quotient of two correlated exponential random variables. We consider here three types of bivariate exponential distributions: Marshall-Olkin's bivariate exponential distribution, Gumbel's Type I bivariate exponential distribution, and Gumbel's Type II bivariate exponential distribution.

Keywords

62E15.
Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 29 , Issue 4 , 01 December 1986 , pp. 413 - 418
Copyright
Copyright © Canadian Mathematical Society 1986

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