Sums, products, and ratios for the generalized bivariate Pareto distribution
Nadarajah, Saralees ; Espejo, Mariano Ruiz
Kodai Math. J., Tome 29 (2006) no. 1, p. 72-83 / Harvested from Project Euclid
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We derive the exact distributions of R = X + Y, U = XY and W = X/(X + Y) and the corresponding moment properties when X and Y follow the generalized bivariate Pareto distribution. The expressions turn out to involve special functions.
Publié le : 2006-03-14
Classification:  
@article{1143122388,
     author = {Nadarajah, Saralees and Espejo, Mariano Ruiz},
     title = {Sums, products, and ratios for the generalized bivariate Pareto distribution},
     journal = {Kodai Math. J.},
     volume = {29},
     number = {1},
     year = {2006},
     pages = { 72-83},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1143122388}
}

Nadarajah, Saralees; Espejo, Mariano Ruiz. Sums, products, and ratios for the generalized bivariate Pareto distribution. Kodai Math. J., Tome 29 (2006) no. 1, pp.  72-83. http://gdmltest.u-ga.fr/item/1143122388/