Journal of Statistical Theory and Applications
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.
Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 License.
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.
ADA accessible version