On the Distribution of the Sums, Products and Quotient of Lomax Distributed Random Variables Based on FGM Copula

Jayrold P. Arcede, Milburn O. Macalos

Abstract


In this article, a Lomax distribution based on Farlie-Gumbel-Morgenstern copula is introduced. Derivations of exact distribution $R=X+Y$, $V=XY$ and $Z=X/(X+Y)$ are obtained in closed form. Corresponding moment properties of these distributions are also derived. The expressions turn out to involve known special functions.

Keywords


Gauss Hypergeometric function, Lomax distribution, products of random variables, quotient of random variables, sum of random variables

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Copyright (c) 2015 Jayrold P. Arcede, Milburn O. Macalos

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