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Exact Distributions of Products of Certain Random Variables

Exact Distributions of Products of Certain Random Variables Abstract Consider a Γ-distributed random variable X and a random variable Y with a probability distribution of exponential, Γ, Weibull, Pareto or log-normal type. In this paper the exact distributions of the products XY for the different cases with respect to Y are derived. For illustration an application is outlined, which involves modelling the claim amount of an insurance company over a given period. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Economic Quality Control de Gruyter

Exact Distributions of Products of Certain Random Variables

Nadarajah, Saralees
Economic Quality Control , Volume 23 (1) – Apr 1, 2008
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References (2)

Publisher
de Gruyter
Copyright
Copyright © 2008 by the
ISSN
1869-6147
eISSN
1869-6147
DOI
10.1515/EQC.2008.15
Publisher site
See Article on Publisher Site

Abstract

Abstract Consider a Γ-distributed random variable X and a random variable Y with a probability distribution of exponential, Γ, Weibull, Pareto or log-normal type. In this paper the exact distributions of the products XY for the different cases with respect to Y are derived. For illustration an application is outlined, which involves modelling the claim amount of an insurance company over a given period.

Journal

Economic Quality Control – de Gruyter

Published: Apr 1, 2008

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