Kodai Mathematical Journal
Online ISSN : 1881-5472
Print ISSN : 0386-5991
ISSN-L : 0386-5991
Sums, products, and ratios for the generalized bivariate Pareto distribution
Saralees NadarajahMariano Ruiz Espejo
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2006 Volume 29 Issue 1 Pages 72-83

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Abstract
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.
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© 2006 Department of Mathematics, Tokyo Institute of Technology
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