A note on Sum, Difference, Product and Ratio of Kumaraswamy Random Variables

Avishek Mallick, Indranil Ghosh, G. G. Hamedani
2018 Journal of Statistical Theory and Applications (JSTA)  
Explicit expressions for the densities of S = X 1 + X 2 , D = X 1 − X 2 , P = X 1 X 2 and R = X 1 /X 2 are derived when X 1 and X 2 are independent or sub-independent Kumaraswamy random variables. The expressions appear to involve the incomplete gamma functions. Some possible real life scenarios are mentioned in which such quantities might be of interest.
doi:10.2991/jsta.2018.17.2.4 fatcat:nvc4gg6pgvcjjlj5piyvumwjli