On the product XY for some elliptically symmetric distributions

DOI10.1016/J.SPL.2005.05.001MaRDI QIDQ2575558zbMATH OpenOpenAlexFDO

Authors Saralees Nadarajah

Publication date 5 December 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.05.001

zbMATH Keywords

distribution of a productelliptically symmetric bivariate distributionsKotz bivariate distributionPearson type II and VII bivariate distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

Review text

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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Cited in

(6)

• The exact distributions of XY and X/Y for some elliptically symmetric distributions
• scientific article; zbMATH DE number 5119107 (Why is no real title available?)
• Elliptically symmetric Bessel distribution: the distribution of XY
• On the product and ratio for the elliptically symmetric Pearson type Vii distribution
• Exact Distribution ofXYfor the Elliptically Symmetric Pearson Type II Distribution
• On the Product <i>XY</i> for the Elliptically Symmetric Pearson Type Vii Distribution

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