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Muliere and Scarsini’s bivariate Pareto distribution：sums，products，and ratios
incomplete beta function Gauss hypergeometric function Muliere and Scarsini’s bivariate Pareto distribution products of random variables ratios of random variables sums of random variables
2009/2/23
We derive the exact distributions of R = X + Y, P = X Y and W = X/(X + Y) and the corresponding
moment properties when X and Y follow Muliere and Scarsini’s bivariate Pareto distribution. The express...