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Physical Sciences and Mathematics Commons

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Mathematics

Mathematics, Statistics and Computer Science Faculty Research and Publications

2018

Kumaraswamy distribution

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Full-Text Articles in Physical Sciences and Mathematics

A Note On Sum, Difference, Product And Ratio Of Kumaraswamy Random Variables, Avishek Mallick, Indranil Ghosh, Gholamhossein G. Hamedani Jul 2018

A Note On Sum, Difference, Product And Ratio Of Kumaraswamy Random Variables, Avishek Mallick, Indranil Ghosh, Gholamhossein G. Hamedani

Mathematics, Statistics and Computer Science Faculty Research and Publications

Explicit expressions for the densities of S = X1 + X2 , D = X1X2 , P = X1X2 and R= X1/X2 are derived when X1 and X2 are independent or sub-independent Kumaraswamy random variables. The expressions appear to involve the incomplete gamma functions. Some possible real life scenarios are mentioned in which such quantities might be of interest.