Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables
Canadian mathematical bulletin, Tome 29 (1986) no. 4, pp. 413-418
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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.
Malik, Henrick J.; Trudel, Roger. Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables. Canadian mathematical bulletin, Tome 29 (1986) no. 4, pp. 413-418. doi: 10.4153/CMB-1986-065-3
@article{10_4153_CMB_1986_065_3,
author = {Malik, Henrick J. and Trudel, Roger},
title = {Probability {Density} {Function} of the {Product} and {Quotient} of {Two} {Correlated} {Exponential} {Random} {Variables}},
journal = {Canadian mathematical bulletin},
pages = {413--418},
year = {1986},
volume = {29},
number = {4},
doi = {10.4153/CMB-1986-065-3},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1986-065-3/}
}
TY - JOUR AU - Malik, Henrick J. AU - Trudel, Roger TI - Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables JO - Canadian mathematical bulletin PY - 1986 SP - 413 EP - 418 VL - 29 IS - 4 UR - http://geodesic.mathdoc.fr/articles/10.4153/CMB-1986-065-3/ DO - 10.4153/CMB-1986-065-3 ID - 10_4153_CMB_1986_065_3 ER -
%0 Journal Article %A Malik, Henrick J. %A Trudel, Roger %T Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables %J Canadian mathematical bulletin %D 1986 %P 413-418 %V 29 %N 4 %U http://geodesic.mathdoc.fr/articles/10.4153/CMB-1986-065-3/ %R 10.4153/CMB-1986-065-3 %F 10_4153_CMB_1986_065_3
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