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.
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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
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/).