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The distribution of the product of two independent generalized trapezoidal random variables

Author

Listed:
  • Mridula Garg
  • Ajay Sharma
  • Pratibha Manohar

Abstract

In this article, we derive the probability density function (pdf) of the product of two independent generalized trapezoidal random variables having different supports, in closed form, by considering all possible cases. We also show that the results for the product of two triangular and uniform random variables follow as special cases of our main result. As an illustration, we obtain pdf of product for a suitably constrained set of parameters and plot some graphs using MATLAB, which express variation in pdf with change in different parameters of the generalized trapezoidal distribution.

Suggested Citation

  • Mridula Garg & Ajay Sharma & Pratibha Manohar, 2016. "The distribution of the product of two independent generalized trapezoidal random variables," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(21), pages 6369-6384, November.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:21:p:6369-6384
    DOI: 10.1080/03610926.2014.882954
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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.
    2. Sel Ly & Kim-Hung Pho & Sal Ly & Wing-Keung Wong, 2019. "Determining Distribution for the Product of Random Variables by Using Copulas," Risks, MDPI, vol. 7(1), pages 1-20, February.
    3. Yousuf Abo Rahama & Mahmoud H. Ismail & Mohamed S. Hassan, 2018. "On the distribution of the product and ratio of products of EGK variates with applications," Telecommunication Systems: Modelling, Analysis, Design and Management, Springer, vol. 68(2), pages 231-238, June.

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