Exact Distribution ofXYfor the Elliptically Symmetric Pearson Type II Distribution

DOI10.1080/01966324.2006.10737662zbMath1154.62341OpenAlexW2326449523WikidataQ58117111 ScholiaQ58117111MaRDI QIDQ3598665

Samuel Kotz, Saralees Nadarajah

Publication date: 3 February 2009

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.2006.10737662

zbMATH Keywords

products of random variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Statistical tables (62Q05)

Cites Work

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• On the distribution of the product of independent beta random variables
• The distribution of product of independent beta random variables with application to multivariate analysis
• A modular system of algorithms for unconstrained minimization
• Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables
• Multivariate T-Distributions and Their Applications
• The Distribution of Products of Beta, Gamma and Gaussian Random Variables
• The Error of Forecast in Econometric Models when the Forecast-Period Exogenous Variables are Stochastic
• On the Distribution of Wald's Classification Statistic

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