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On the product XY for some elliptically symmetric distributions

Author

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  • Nadarajah, Saralees

Abstract

The distributions of the product XY are derived when (X,Y) has the elliptically symmetric Pearson type II distribution, elliptically symmetric Pearson type VII distribution, and the elliptically symmetric Kotz type distribution.

Suggested Citation

  • Nadarajah, Saralees, 2005. "On the product XY for some elliptically symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 75(1), pages 67-75, November.
    • Handle: RePEc:eee:stapro:v:75:y:2005:i:1:p:67-75
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    References listed on IDEAS

    as
    1. Tang, Jen & Gupta, A. K., 1984. "On the distribution of the product of independent beta random variables," Statistics & Probability Letters, Elsevier, vol. 2(3), pages 165-168, May.
    2. Kotz,Samuel & Nadarajah,Saralees, 2004. "Multivariate T-Distributions and Their Applications," Cambridge Books, Cambridge University Press, number 9780521826549, November.
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    Cited by:

    1. Julia Adamska & Łukasz Bielak & Joanna Janczura & Agnieszka Wyłomańska, 2022. "From Multi- to Univariate: A Product Random Variable with an Application to Electricity Market Transactions: Pareto and Student’s t -Distribution Case," Mathematics, MDPI, vol. 10(18), pages 1-29, September.

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