2005 / December Volume 32 No.4
Products of random variables with logistic kernel
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2005 / December
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Title | Products of random variables with logistic kernel |
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Pagination | 381-395 |
Abstract | The distribution of the product $XY$ of random variables $X$ and $Y$ is of interest in many applied problems. The existing literature deals with cases when $X$ and $Y$ arise from the same family of distributions. In this paper, we study the distribution of $XY$ when $X$ and $Y$ arise from different but similar distributions by deriving various explicit expressions for its characteristic and distribution functions. We take $X$ to come from the logistic family and $Y$ to be from one of normal, $t$, Laplace, logistic or Bessel families.
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AMS Subject Classification |
not available
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Received |
2005-01-19
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