On the product \(XY\) for some elliptically symmetric distributions (Q2575558)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the product \(XY\) for some elliptically symmetric distributions |
scientific article |
Statements
On the product \(XY\) for some elliptically symmetric distributions (English)
0 references
5 December 2005
0 references
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.
0 references
distribution of a product
0 references
elliptically symmetric bivariate distributions
0 references
Pearson type II and VII bivariate distributions
0 references
Kotz bivariate distribution
0 references
0 references
0 references
0 references
0 references
