A Note on Sum, Difference, Product and Ratio of Kumaraswamy Random Variables

Authors

Avishek Mallick, Marshall UniversityFollow
Indranil Ghosh, University of North Carolina WilmingtonFollow
Gholamhossein G. Hamedani, Marquette UniversityFollow

Document Type

Article

Language

eng

Publication Date

7-2018

Publisher

Atlantis Press

Source Publication

Journal of Statistical Theory and Applications

Source ISSN

1538-7887

Abstract

Explicit expressions for the densities of S = X₁ + X₂ , D = X₁ − X₂ , P = X₁X₂ and R= X₁/X₂ are derived when X₁ and X₂ are independent or sub-independent Kumaraswamy random variables. The expressions appear to involve the incomplete gamma functions. Some possible real life scenarios are mentioned in which such quantities might be of interest.

Comments

Published version. Journal of Statistical Theory and Applications, Vol. 17, No. 2 (June 2018): 230-241. DOI. © 2018, the Authors. Published by Atlantis Press. This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

Recommended Citation

Mallick, Avishek; Ghosh, Indranil; and Hamedani, Gholamhossein G., "A Note on Sum, Difference, Product and Ratio of Kumaraswamy Random Variables" (2018). Mathematics, Statistics and Computer Science Faculty Research and Publications. 647.
https://epublications.marquette.edu/mscs_fac/647