Some algebra for Pearson type VII random variables
Bull. Korean Math. Soc. 2008 Vol. 45, No. 2, 339-353 Printed June 1, 2008
Saralees Nadarajah University of Manchester
Abstract : The distributions of products and ratios of random variables are of interest in many areas of the sciences. In this paper, the exact distributions of the product $|XY|$ and the ratio $|X/Y|$ are derived when $X$ and $Y$ are independent Pearson type VII random variables.
Keywords : Pearson type VII distribution, product of random variables, ratio of random variables