ON THE PRODUCT AND RATIO OF PARETO AND HYPEREXPONENTIAL RANDOM VARIABLES

Noura Obeid; Seifedine Kadry

doi:10.12732/ijam.v34i3.3

ON THE PRODUCT AND RATIO OF PARETO AND HYPEREXPONENTIAL RANDOM VARIABLES

Noura Obeid
, Seifedine Kadry

Beirut Arab University

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

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 Hyperexponential distributions, respectively. To the best of our knowledge, this is the first study on the combination of these two distributions.

Original language	English
Pages (from-to)	449-470
Number of pages	22
Journal	International Journal of Applied Mathematics
Volume	34
Issue number	3
DOIs	https://doi.org/10.12732/ijam.v34i3.3
State	Published - 2021
Externally published	Yes

Keywords

Hyperexponential distribution
Pareto distribution
hazard function
moment of order r
probability density function
product distribution
ratio distribution
survival function

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10.12732/ijam.v34i3.3

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title = "ON THE PRODUCT AND RATIO OF PARETO AND HYPEREXPONENTIAL 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 Hyperexponential distributions, respectively. To the best of our knowledge, this is the first study on the combination of these two distributions.",

keywords = "Hyperexponential distribution, Pareto distribution, hazard function, moment of order r, probability density function, product distribution, ratio distribution, survival function",

author = "Noura Obeid and Seifedine Kadry",

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AU - Obeid, Noura

AU - Kadry, Seifedine

PY - 2021

Y1 - 2021

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 Hyperexponential distributions, respectively. To the best of our knowledge, this is the first study on the combination of these two distributions.

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 Hyperexponential distributions, respectively. To the best of our knowledge, this is the first study on the combination of these two distributions.

KW - Hyperexponential distribution

KW - Pareto distribution

KW - hazard function

KW - moment of order r

KW - probability density function

KW - product distribution

KW - ratio distribution

KW - survival function

UR - https://www.scopus.com/pages/publications/85110689796

U2 - 10.12732/ijam.v34i3.3

DO - 10.12732/ijam.v34i3.3

M3 - Article

AN - SCOPUS:85110689796

SN - 1311-1728

VL - 34

SP - 449

EP - 470

JO - International Journal of Applied Mathematics

JF - International Journal of Applied Mathematics

IS - 3

ER -

ON THE PRODUCT AND RATIO OF PARETO AND HYPEREXPONENTIAL RANDOM VARIABLES

Abstract

Keywords

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