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.
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