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The distribution of products, quotients, and powers of two dependent H-function variates

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  • Kellogg, Stuart D.
  • Barnes, J.Wesley

Abstract

The H-function distribution has been shown to be a powerful addition in the study of the algebra of non-negative random variables. However, most of this work has been restricted to the study of independent H-function variates. This paper introduces a bivariate probability distribution based on the H-function of two variables. The distribution is shown to be a generalization of several known bivariate distributions. Further, it is shown that products, quotients, and powers of bivariate H-function variates are H-function variates. Several examples are given.

Suggested Citation

  • Kellogg, Stuart D. & Barnes, J.Wesley, 1987. "The distribution of products, quotients, and powers of two dependent H-function variates," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 29(3), pages 209-221.
    • Handle: RePEc:eee:matcom:v:29:y:1987:i:3:p:209-221
    DOI: 10.1016/0378-4754(87)90131-5
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    Cited by:

    1. Kellogg, S.D. & Barnes, J.W., 1989. "The bivariate H-function distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 31(1), pages 91-111.

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