Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables

Malik, Henrick J. ; Trudel, Roger

Canadian mathematical bulletin, Tome 29 (1986) no. 4, pp. 413-418

Résumé

This article deals with the distributions of the product and the quotient of two correlated exponential random variables. We consider here three types of bivariate exponential distributions: Marshall-Olkin's bivariate exponential distribution, Gumbel's Type I bivariate exponential distribution, and Gumbel's Type II bivariate exponential distribution.

Détail

DOI : 10.4153/CMB-1986-065-3

Mots-clés : 62E15.

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