On the product \(XY\) for some elliptically symmetric distributions (Q2575558)
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scientific article; zbMATH DE number 2235643
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| English | On the product \(XY\) for some elliptically symmetric distributions |
scientific article; zbMATH DE number 2235643 |
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On the product \(XY\) for some elliptically symmetric distributions (English)
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5 December 2005
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By using the technique of transformation of variables the exact distribution of a product of two random variables is derived when the random variables have a joint bivariate distribution belonging to different families, namely elliptically symmetric Pearson type II and VII and Kotz distributions. The final results are written in terms of Gaussian hypergeometric functions and incomplete gamma functions.
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distribution of a product
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elliptically symmetric bivariate distributions
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Pearson type II and VII bivariate distributions
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Kotz bivariate distribution
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0.9311527609825134
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0.918777585029602
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0.9094445109367372
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0.864372730255127
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0.8161056637763977
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