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 $X Y$ 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.

Citation details of the article



Journal: International Journal of Applied Mathematics
Journal ISSN (Print): ISSN 1311-1728
Journal ISSN (Electronic): ISSN 1314-8060
Volume: 34
Issue: 3
Year: 2021

DOI: 10.12732/ijam.v34i3.3

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