Distributions Involving Correlated Generalized Gamma Variables
نویسندگان
چکیده
In this paper, some of the most important statistical properties concerning the product and the ratio of two correlated generalized Gamma (GG) random variables (rvs) are studied. The probability density function of both the product and the ratio of two correlated GG rvs are obtained in closed form, while the cumulative distribution function of the product is derived in terms of an infinite series. Capitalizing on the distribution of the product, a union upper bound for the distribution of the sum of two correlated GG rvs is also derived.
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