On the product and quotient of pareto and rayleigh random variables

Noura Obeid; Seifedine Kadry

On the product and quotient of pareto and rayleigh random variables

Noura Obeid
, Seifedine Kadry

Beirut Arab University

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

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 Rayleigh distributions respectively.

Original language	English
Pages (from-to)	285-300
Number of pages	16
Journal	Pakistan Journal of Statistics
Volume	35
Issue number	4
State	Published - Oct 2019
Externally published	Yes

Keywords

Error function
Hazard function
Moment of order r
Pareto Distribution
Probability density function
Product Distribution
Ratio Distribution
Rayleigh Distribution
Survival function

Cite this

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title = "On the product and quotient of pareto and rayleigh random variables",

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 Rayleigh distributions respectively.",

keywords = "Error function, Hazard function, Moment of order r, Pareto Distribution, Probability density function, Product Distribution, Ratio Distribution, Rayleigh Distribution, Survival function",

author = "Noura Obeid and Seifedine Kadry",

note = "Publisher Copyright: {\textcopyright} 2019 Pakistan Journal of Statistics.",

year = "2019",

month = oct,

language = "English",

volume = "35",

pages = "285--300",

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TY - JOUR

T1 - On the product and quotient of pareto and rayleigh random variables

AU - Obeid, Noura

AU - Kadry, Seifedine

PY - 2019/10

Y1 - 2019/10

N2 - 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 Rayleigh distributions respectively.

AB - 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 Rayleigh distributions respectively.

KW - Error function

KW - Hazard function

KW - Moment of order r

KW - Pareto Distribution

KW - Probability density function

KW - Product Distribution

KW - Ratio Distribution

KW - Rayleigh Distribution

KW - Survival function

UR - https://www.scopus.com/pages/publications/85078962381

M3 - Article

AN - SCOPUS:85078962381

SN - 1012-9367

VL - 35

SP - 285

EP - 300

JO - Pakistan Journal of Statistics

JF - Pakistan Journal of Statistics

IS - 4

ER -

On the product and quotient of pareto and rayleigh random variables

Abstract

Keywords

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