ON THE PRODUCT AND RATIO OF GAMMA AND WEIBULL RANDOM VARIABLES

摘要

The distributions of products and ratios of random variables are of interest in many areas of the sciences.In this note,the exact distributions of the product XY and the ratio X/Y are derived when X and Y are gamma and Weibull random variables distributed independently of each other.For given random variables X and Y,the distributions of the product XY and the ratio X/Y are of interest in many areas of the sciences.In traditional portfolio selection models certain cases involve the product of random variables.The best examples of this are in the case of investment in a number of different overseas markets.